+270.8%
ZETA vs BOXX
+14.7%
+256.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.9% |
| 7D | -3.7% | +0.1% | -3.8% | -4.4% |
| 30D | +5.7% | +0.3% | +5.4% | +1.3% |
| 3M | +50.4% | +1.0% | +49.4% | +29.7% |
| 6M | +65.5% | +1.9% | +63.5% | +25.9% |
| YTD | +48.3% | +2.7% | +45.6% | +1.9% |
| 1Y | +45.4% | +4.0% | +41.3% | -14.5% |
| 3Y | +270.8% | +14.7% | +256.1% | +119.3% |
| All | +270.8% | +14.7% | +256.1% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling