+242.2%
ZETA vs EAT
+239.4%
+2.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | 0.0% |
| 7D | -0.1% | -6.8% | +6.7% | +2.4% |
| 30D | +10.5% | -5.4% | +15.8% | +11.8% |
| 3M | +44.3% | +42.8% | +1.6% | +24.8% |
| 6M | +59.4% | +56.5% | +2.9% | +30.6% |
| YTD | +49.5% | +50.0% | -0.5% | +24.0% |
| 1Y | +62.7% | +38.3% | +24.4% | +38.0% |
| 3Y | +274.6% | +591.6% | -317.0% | +51.9% |
| 5Y | +349.3% | +312.6% | +36.7% | +86.1% |
| All | +242.2% | +239.4% | +2.7% | +37.7% |
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