-68.1%
SE vs ZETA
+329.5%
-397.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.2% |
| 7D | -6.1% | +2.7% | -8.7% | -6.9% |
| 30D | -2.5% | +15.8% | -18.3% | -6.4% |
| 3M | +21.7% | +35.4% | -13.7% | +11.6% |
| 6M | +27.0% | +67.1% | -40.1% | +8.8% |
| YTD | -12.1% | +54.1% | -66.2% | -24.0% |
| 1Y | -40.9% | +67.8% | -108.7% | -50.8% |
| 3Y | +191.0% | +311.4% | -120.4% | +38.9% |
| All | -68.1% | +329.5% | -397.5% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling