+242.2%
ZETA vs EQH
+89.2%
+153.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.1% | +1.1% | -1.2% | -0.7% |
| 30D | +10.5% | -1.1% | +11.6% | +11.0% |
| 3M | +44.3% | +25.0% | +19.3% | +21.9% |
| 6M | +59.4% | +33.9% | +25.6% | +27.8% |
| YTD | +49.5% | +11.6% | +37.9% | +37.2% |
| 1Y | +62.7% | +1.5% | +61.2% | +58.7% |
| 3Y | +274.6% | +96.7% | +177.9% | +132.2% |
| 5Y | +349.3% | +93.9% | +255.5% | +181.9% |
| All | +242.2% | +89.2% | +153.0% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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