+341.8%
ZETA vs EXE
+106.6%
+235.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | +15.6% | +6.4% | +9.2% | +13.3% |
| 3M | +41.5% | +9.2% | +32.3% | +36.7% |
| 6M | +63.4% | -7.0% | +70.4% | +66.3% |
| YTD | +51.3% | -9.5% | +60.8% | +54.5% |
| 1Y | +65.8% | +6.2% | +59.6% | +58.4% |
| 3Y | +279.2% | +20.7% | +258.4% | +242.7% |
| 5Y | +341.8% | +103.6% | +238.1% | +195.7% |
| All | +341.8% | +106.6% | +235.1% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling