+243.8%
ZETA vs ETR
+135.6%
+108.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -6.5% | -1.9% | -4.6% | -6.2% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | +53.3% | -3.7% | +57.1% | +53.8% |
| 6M | +66.8% | +2.1% | +64.7% | +64.5% |
| YTD | +50.2% | +16.5% | +33.7% | +42.7% |
| 1Y | +62.0% | +22.5% | +39.5% | +52.1% |
| 3Y | +276.4% | +144.7% | +131.7% | +217.4% |
| 5Y | +341.6% | +125.2% | +216.4% | +287.0% |
| All | +243.8% | +135.6% | +108.2% | +202.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling