+319.2%
ZETA vs EXE
+100.3%
+218.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +26.5% | +2.9% | +23.6% | +25.4% |
| 30D | +10.3% | -4.9% | +15.2% | +12.1% |
| 3M | +30.5% | -8.3% | +38.8% | +34.1% |
| 6M | +129.4% | -7.8% | +137.2% | +134.1% |
| YTD | +83.1% | -19.0% | +102.2% | +93.7% |
| 1Y | +82.1% | -24.8% | +106.9% | +97.9% |
| 3Y | +352.3% | +20.8% | +331.5% | +307.4% |
| 5Y | +293.1% | +76.2% | +217.0% | +186.3% |
| All | +319.2% | +100.3% | +218.9% | +191.9% |
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