+349.3%
ZETA vs ETR
+122.8%
+226.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +10.5% | +2.0% | +8.4% | +10.1% |
| 3M | +44.3% | -1.7% | +46.0% | +44.3% |
| 6M | +59.4% | +3.6% | +55.9% | +56.7% |
| YTD | +49.5% | +18.0% | +31.4% | +41.2% |
| 1Y | +62.7% | +26.2% | +36.4% | +50.9% |
| 3Y | +274.6% | +148.0% | +126.6% | +208.8% |
| 5Y | +349.3% | +126.1% | +223.3% | +298.9% |
| All | +349.3% | +122.8% | +226.6% | +298.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling