+275.4%
ZETA vs ET
+97.8%
+177.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -6.5% | +1.4% | -7.8% | -7.3% |
| 30D | +4.8% | +4.6% | +0.3% | +1.6% |
| 3M | +53.3% | +16.0% | +37.3% | +37.8% |
| 6M | +66.8% | +22.8% | +44.0% | +41.7% |
| YTD | +50.2% | +38.9% | +11.3% | +14.8% |
| 1Y | +62.0% | +34.1% | +28.0% | +27.4% |
| All | +275.4% | +97.8% | +177.6% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling