-54.6%
TE vs ZETA
+239.2%
-293.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | +0.9% | -6.5% | +7.4% | +3.1% |
| 30D | -16.3% | +4.8% | -21.1% | -17.8% |
| 3M | -40.8% | +53.3% | -94.1% | -49.8% |
| 6M | -42.6% | +66.8% | -109.4% | -53.1% |
| YTD | -31.4% | +50.2% | -81.6% | -42.6% |
| 1Y | +144.9% | +62.0% | +82.9% | +99.2% |
| 3Y | -26.0% | +276.4% | -302.4% | -58.9% |
| 5Y | -48.5% | +341.6% | -390.1% | -72.2% |
| All | -54.6% | +239.2% | -293.7% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling