-66.3%
TE vs ZETA
+125.9%
-192.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.3% | -7.0% |
| 7D | -13.6% | +26.5% | -40.1% | -23.1% |
| 30D | -37.7% | +10.3% | -47.9% | -40.5% |
| 3M | -59.8% | +30.5% | -90.3% | -64.6% |
| 6M | -66.3% | +129.4% | -195.7% | -78.7% |
| All | -66.3% | +125.9% | -192.2% | -78.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling