+249.0%
ZETA vs EXPD
+57.1%
+191.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.5% | +6.4% |
| 7D | -0.4% | -7.2% | +6.7% | +3.3% |
| 30D | -8.0% | -3.3% | -4.8% | -6.6% |
| 3M | +21.4% | +3.4% | +18.0% | +18.9% |
| 6M | +80.1% | +22.7% | +57.4% | +61.1% |
| YTD | +52.5% | +24.5% | +28.0% | +33.4% |
| 1Y | +58.5% | +38.6% | +19.8% | +30.3% |
| 3Y | +281.7% | +71.5% | +210.2% | +170.2% |
| 5Y | +237.3% | +56.2% | +181.0% | +118.9% |
| All | +249.0% | +57.1% | +191.9% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling