+252.6%
ZETA vs ET
+196.1%
+56.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.2% |
| 7D | +2.7% | +0.9% | +1.8% | +2.1% |
| 30D | +15.8% | +7.5% | +8.3% | +11.0% |
| 3M | +35.4% | +11.4% | +24.0% | +27.0% |
| 6M | +67.1% | +18.5% | +48.6% | +49.9% |
| YTD | +54.1% | +37.4% | +16.7% | +26.1% |
| 1Y | +67.8% | +30.9% | +36.9% | +41.3% |
| 3Y | +311.4% | +98.7% | +212.7% | +179.1% |
| 5Y | +324.8% | +230.7% | +94.1% | +130.8% |
| All | +252.6% | +196.1% | +56.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling