+273.7%
ZETA vs DE
+75.0%
+198.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.1% | -3.0% | +3.0% | +0.8% |
| 30D | +10.5% | +11.1% | -0.7% | +6.8% |
| 3M | +44.3% | +17.6% | +26.7% | +36.0% |
| 6M | +59.4% | +13.6% | +45.8% | +51.3% |
| YTD | +49.5% | +46.3% | +3.2% | +23.4% |
| 1Y | +62.7% | +44.2% | +18.5% | +35.1% |
| All | +273.7% | +75.0% | +198.7% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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