+243.8%
ZETA vs EQX
+38.0%
+205.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.5% | +1.4% |
| 7D | -6.5% | -7.0% | +0.5% | -5.3% |
| 30D | +4.8% | +4.8% | 0.0% | +3.6% |
| 3M | +53.3% | +25.6% | +27.7% | +46.2% |
| 6M | +66.8% | -25.8% | +92.7% | +73.1% |
| YTD | +50.2% | -12.7% | +62.9% | +50.5% |
| 1Y | +62.0% | +14.1% | +48.0% | +54.4% |
| 3Y | +276.4% | +165.7% | +110.6% | +195.5% |
| 5Y | +341.6% | +81.2% | +260.4% | +263.6% |
| All | +243.8% | +38.0% | +205.8% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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