+239.5%
ZETA vs ET
+196.8%
+42.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -3.7% | +0.2% | -4.0% | -3.9% |
| 30D | +5.7% | +2.9% | +2.8% | +3.9% |
| 3M | +50.4% | +16.8% | +33.7% | +37.3% |
| 6M | +65.5% | +18.9% | +46.6% | +48.2% |
| YTD | +48.3% | +37.7% | +10.6% | +21.2% |
| 1Y | +45.4% | +32.4% | +12.9% | +21.5% |
| 3Y | +270.8% | +99.5% | +171.3% | +151.2% |
| 5Y | +336.1% | +244.0% | +92.2% | +133.5% |
| All | +239.5% | +196.8% | +42.7% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling