+287.8%
ZETA vs BOXX
+18.4%
+269.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -6.5% | 0.0% | -6.5% | -7.1% |
| 30D | +4.8% | +0.3% | +4.6% | +1.2% |
| 3M | +53.3% | +1.0% | +52.4% | +35.2% |
| 6M | +66.8% | +1.9% | +64.9% | +30.3% |
| YTD | +50.2% | +2.6% | +47.5% | +7.7% |
| 1Y | +62.0% | +4.0% | +58.0% | +0.9% |
| 3Y | +276.4% | +14.6% | +261.7% | +67.2% |
| All | +287.8% | +18.4% | +269.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling