+312.3%
ZETA vs EXE
+103.3%
+209.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +18.1% | +5.3% | +12.8% | +16.2% |
| 30D | +13.6% | -2.2% | +15.8% | +14.3% |
| 3M | +23.7% | -5.9% | +29.6% | +26.1% |
| 6M | +128.5% | -5.7% | +134.2% | +131.4% |
| YTD | +80.1% | -17.8% | +97.9% | +89.5% |
| 1Y | +98.0% | -23.1% | +121.1% | +113.4% |
| 3Y | +348.6% | +21.2% | +327.4% | +303.7% |
| 5Y | +286.6% | +78.8% | +207.8% | +180.1% |
| All | +312.3% | +103.3% | +209.0% | +185.6% |
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