+361.9%
ZETA vs ETR
+155.6%
+206.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.4% | +7.6% |
| 7D | +18.8% | +0.1% | +18.7% | +18.8% |
| 30D | +12.6% | +7.7% | +4.9% | +11.2% |
| 3M | +29.5% | +5.7% | +23.8% | +28.1% |
| 6M | +128.6% | -0.3% | +128.9% | +128.1% |
| YTD | +85.5% | +23.4% | +62.1% | +68.2% |
| 1Y | +90.6% | +18.5% | +72.1% | +76.3% |
| All | +361.9% | +155.6% | +206.4% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling