+341.6%
ZETA vs ET
+241.7%
+99.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -6.5% | +1.4% | -7.8% | -7.2% |
| 30D | +4.8% | +4.6% | +0.3% | +2.0% |
| 3M | +53.3% | +16.0% | +37.3% | +40.1% |
| 6M | +66.8% | +22.8% | +44.0% | +45.9% |
| YTD | +50.2% | +38.9% | +11.3% | +21.3% |
| 1Y | +62.0% | +34.1% | +28.0% | +33.7% |
| 3Y | +276.4% | +98.8% | +177.5% | +151.4% |
| 5Y | +341.6% | +246.8% | +94.8% | +137.5% |
| All | +341.6% | +241.7% | +99.9% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling