+294.9%
ZETA vs EXPD
+60.9%
+234.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | +18.1% | +5.5% | +12.6% | +14.8% |
| 30D | +13.6% | -0.8% | +14.4% | +14.1% |
| 3M | +23.7% | +4.1% | +19.6% | +20.8% |
| 6M | +128.5% | +25.7% | +102.8% | +100.3% |
| YTD | +80.1% | +31.4% | +48.7% | +51.4% |
| 1Y | +98.0% | +42.2% | +55.8% | +58.3% |
| 3Y | +348.6% | +77.2% | +271.4% | +202.3% |
| All | +294.9% | +60.9% | +234.1% | +131.7% |
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