+90.3%
ZETA vs ETR
+18.4%
+71.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +4.2% |
| 7D | -5.0% | +3.7% | -8.7% | -3.0% |
| 30D | -3.3% | +11.0% | -14.3% | +2.7% |
| 3M | +31.0% | +3.4% | +27.6% | +33.5% |
| 6M | +72.2% | -3.3% | +75.4% | +72.3% |
| YTD | +56.2% | +23.3% | +32.9% | +61.0% |
| 1Y | +90.3% | +19.2% | +71.1% | +104.0% |
| All | +90.3% | +18.4% | +71.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling