+325.6%
ZETA vs EXPD
+71.7%
+253.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.4% | +8.3% |
| 7D | +13.2% | -7.4% | +20.6% | +17.0% |
| 30D | +6.0% | -2.1% | +8.1% | +6.9% |
| 3M | +27.3% | +5.7% | +21.6% | +24.0% |
| 6M | +104.6% | +21.4% | +83.2% | +87.6% |
| YTD | +72.3% | +27.6% | +44.7% | +53.0% |
| 1Y | +76.3% | +36.1% | +40.2% | +51.4% |
| 3Y | +325.6% | +69.9% | +255.7% | +202.9% |
| All | +325.6% | +71.7% | +253.9% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling