+294.5%
ZETA vs EAT
+207.7%
+86.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.1% | +12.3% | +9.6% |
| 7D | +13.2% | -5.9% | +19.1% | +15.4% |
| 30D | +6.0% | +0.7% | +5.3% | +4.9% |
| 3M | +27.3% | -14.2% | +41.6% | +31.8% |
| 6M | +104.6% | +40.7% | +63.9% | +74.2% |
| YTD | +72.3% | +36.0% | +36.4% | +46.2% |
| 1Y | +76.3% | +83.1% | -6.7% | +31.4% |
| 3Y | +325.6% | +474.8% | -149.2% | +84.8% |
| 5Y | +254.2% | +347.6% | -93.3% | +49.7% |
| All | +294.5% | +207.7% | +86.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling