+347.2%
ZETA vs EXPD
+61.6%
+285.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.3% |
| 30D | +15.8% | +4.1% | +11.7% | +13.3% |
| 3M | +35.4% | +17.9% | +17.5% | +23.7% |
| 6M | +67.1% | +29.2% | +37.9% | +44.0% |
| YTD | +54.1% | +27.4% | +26.7% | +32.8% |
| 1Y | +67.8% | +56.8% | +11.0% | +26.7% |
| 3Y | +311.4% | +68.0% | +243.4% | +191.8% |
| All | +347.2% | +61.6% | +285.7% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling