+67.8%
ZETA vs EXE
+3.1%
+64.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | +15.8% | +8.5% | +7.4% | +16.0% |
| 3M | +35.4% | +5.5% | +30.0% | +35.8% |
| 6M | +67.1% | -5.9% | +73.0% | +68.5% |
| YTD | +54.1% | -9.7% | +63.8% | +56.6% |
| 1Y | +67.8% | +3.6% | +64.3% | +74.2% |
| All | +67.8% | +3.1% | +64.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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