+252.6%
ZETA vs ETR
+139.0%
+113.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +2.7% | +1.4% | +1.2% | +2.5% |
| 30D | +15.8% | +1.0% | +14.8% | +15.6% |
| 3M | +35.4% | -1.3% | +36.7% | +35.3% |
| 6M | +67.1% | +1.9% | +65.2% | +65.1% |
| YTD | +54.1% | +18.2% | +35.9% | +46.1% |
| 1Y | +67.8% | +24.7% | +43.1% | +57.1% |
| 3Y | +311.4% | +150.7% | +160.7% | +246.0% |
| 5Y | +324.8% | +127.0% | +197.8% | +271.4% |
| All | +252.6% | +139.0% | +113.6% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling