+90.3%
ZETA vs EXEL
+92.4%
-2.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -5.0% | +9.8% | -14.8% | -6.4% |
| 30D | -3.3% | +23.6% | -27.0% | -6.6% |
| 3M | +31.0% | +29.9% | +1.1% | +25.4% |
| 6M | +72.2% | +64.7% | +7.5% | +52.8% |
| YTD | +56.2% | +66.0% | -9.8% | +34.7% |
| 1Y | +90.3% | +92.0% | -1.7% | +21.3% |
| All | +90.3% | +92.4% | -2.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling