+242.2%
ZETA vs EXE
+120.4%
+121.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -0.1% | -2.7% | +2.7% | +0.9% |
| 30D | +10.5% | -0.4% | +10.8% | +10.6% |
| 3M | +44.3% | +9.5% | +34.8% | +39.3% |
| 6M | +59.4% | -9.3% | +68.8% | +63.6% |
| YTD | +49.5% | -10.9% | +60.4% | +53.4% |
| 1Y | +62.7% | +4.3% | +58.4% | +56.4% |
| 3Y | +274.6% | +18.8% | +255.8% | +240.5% |
| 5Y | +349.3% | +101.4% | +247.9% | +215.3% |
| All | +242.2% | +120.4% | +121.8% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling