+341.8%
ZETA vs EAT
+326.5%
+15.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.5% |
| 7D | -2.4% | -4.9% | +2.5% | -0.6% |
| 30D | +15.6% | -1.2% | +16.8% | +15.2% |
| 3M | +41.5% | +52.2% | -10.7% | +18.7% |
| 6M | +63.4% | +65.0% | -1.6% | +30.1% |
| YTD | +51.3% | +55.0% | -3.7% | +23.1% |
| 1Y | +65.8% | +42.1% | +23.7% | +38.4% |
| 3Y | +279.2% | +614.7% | -335.5% | +43.2% |
| 5Y | +341.8% | +322.7% | +19.0% | +72.9% |
| All | +341.8% | +326.5% | +15.3% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling