+90.3%
ZETA vs EXPE
+48.9%
+41.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.9% | -1.6% |
| 7D | -5.0% | +14.6% | -19.6% | -10.5% |
| 30D | -3.3% | +21.4% | -24.8% | -11.6% |
| 3M | +31.0% | +1.4% | +29.6% | +28.6% |
| 6M | +72.2% | +28.6% | +43.6% | +50.5% |
| YTD | +56.2% | +12.1% | +44.0% | +40.8% |
| 1Y | +90.3% | +50.0% | +40.3% | +57.6% |
| All | +90.3% | +48.9% | +41.4% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling