+252.6%
ZETA vs EXE
+123.4%
+129.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +15.8% | +8.5% | +7.4% | +12.8% |
| 3M | +35.4% | +5.5% | +30.0% | +32.5% |
| 6M | +67.1% | -5.9% | +73.0% | +69.3% |
| YTD | +54.1% | -9.7% | +63.8% | +57.4% |
| 1Y | +67.8% | +3.6% | +64.3% | +61.9% |
| 3Y | +311.4% | +18.0% | +293.4% | +274.7% |
| 5Y | +324.8% | +109.4% | +215.4% | +193.9% |
| All | +252.6% | +123.4% | +129.3% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling