+45.4%
ZETA vs BOXX
+4.0%
+41.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -2.1% |
| 7D | -3.7% | +0.1% | -3.8% | -4.7% |
| 30D | +5.7% | +0.3% | +5.4% | -0.3% |
| 3M | +50.4% | +1.0% | +49.4% | +20.5% |
| 6M | +65.5% | +1.9% | +63.5% | +6.8% |
| YTD | +48.3% | +2.7% | +45.6% | -22.8% |
| 1Y | +45.4% | +4.0% | +41.3% | -6.2% |
| All | +45.4% | +4.0% | +41.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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