+144.9%
TE vs ZETA
+61.8%
+83.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | +0.9% | -6.5% | +7.4% | +3.6% |
| 30D | -16.3% | +4.8% | -21.1% | -18.2% |
| 3M | -40.8% | +53.3% | -94.1% | -51.8% |
| 6M | -42.6% | +66.8% | -109.4% | -55.3% |
| YTD | -31.4% | +50.2% | -81.6% | -46.3% |
| 1Y | +144.9% | +62.0% | +82.9% | +88.2% |
| All | +144.9% | +61.8% | +83.1% | +88.2% |
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