+252.6%
ZETA vs EXPD
+60.7%
+191.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.2% |
| 30D | +15.8% | +4.1% | +11.7% | +13.4% |
| 3M | +35.4% | +17.9% | +17.5% | +24.1% |
| 6M | +67.1% | +29.2% | +37.9% | +44.8% |
| YTD | +54.1% | +27.4% | +26.7% | +33.6% |
| 1Y | +67.8% | +56.8% | +11.0% | +28.1% |
| 3Y | +311.4% | +68.0% | +243.4% | +196.5% |
| 5Y | +324.8% | +61.9% | +262.9% | +173.1% |
| All | +252.6% | +60.7% | +191.9% | +123.3% |
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