+90.3%
ZETA vs ET
+24.7%
+65.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +1.7% |
| 7D | -5.0% | -6.0% | +1.0% | -6.4% |
| 30D | -3.3% | -6.1% | +2.7% | -4.6% |
| 3M | +31.0% | -2.7% | +33.7% | +30.3% |
| 6M | +72.2% | +0.2% | +71.9% | +71.4% |
| YTD | +56.2% | +24.3% | +31.8% | +50.0% |
| 1Y | +90.3% | +26.4% | +63.9% | +77.7% |
| All | +90.3% | +24.7% | +65.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling