-16.6%
TE vs ZETA
+276.9%
-293.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.7% |
| 7D | +18.2% | -2.4% | +20.7% | +19.1% |
| 30D | -13.5% | +15.6% | -29.1% | -18.4% |
| 3M | -44.6% | +41.5% | -86.1% | -52.2% |
| 6M | -24.7% | +63.4% | -88.1% | -39.2% |
| YTD | -24.3% | +51.3% | -75.6% | -38.0% |
| 1Y | +155.6% | +65.8% | +89.8% | +101.3% |
| All | -16.6% | +276.9% | -293.5% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling