+252.6%
ZETA vs EAT
+263.0%
-10.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | +2.7% | 0.0% | +2.6% | +2.6% |
| 30D | +15.8% | +1.9% | +13.9% | +14.2% |
| 3M | +35.4% | +68.7% | -33.2% | +9.9% |
| 6M | +67.1% | +66.9% | +0.2% | +33.7% |
| YTD | +54.1% | +60.4% | -6.4% | +24.8% |
| 1Y | +67.8% | +44.0% | +23.8% | +40.5% |
| 3Y | +311.4% | +604.7% | -293.3% | +66.2% |
| 5Y | +324.8% | +347.0% | -22.2% | +71.7% |
| All | +252.6% | +263.0% | -10.3% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling