+45.9%
ZETA vs ETHA
-30.3%
+76.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.4% | -3.2% |
| 7D | +2.7% | +0.8% | +1.8% | +2.4% |
| 30D | +15.8% | +27.9% | -12.1% | +6.1% |
| 3M | +35.4% | +38.3% | -2.9% | +20.0% |
| 6M | +67.1% | +14.0% | +53.1% | +57.0% |
| YTD | +54.1% | -17.4% | +71.5% | +58.8% |
| 1Y | +67.8% | -42.7% | +110.5% | +93.5% |
| All | +45.9% | -30.3% | +76.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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