-25.8%
TE vs ZETA
+84.8%
-110.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -4.7% |
| 7D | +3.8% | -5.0% | +8.8% | +6.1% |
| 30D | -26.2% | -3.3% | -22.9% | -25.1% |
| 3M | -49.7% | +31.0% | -80.7% | -55.7% |
| 6M | -46.5% | +72.2% | -118.6% | -59.2% |
| YTD | -59.1% | +56.2% | -115.3% | -69.1% |
| 1Y | -25.8% | +90.3% | -116.1% | -51.0% |
| All | -25.8% | +84.8% | -110.6% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling