+294.5%
ZETA vs EXPE
+48.7%
+245.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.3% | +9.2% |
| 7D | +13.2% | -11.2% | +24.4% | +18.9% |
| 30D | +6.0% | -7.5% | +13.4% | +8.4% |
| 3M | +27.3% | -19.1% | +46.4% | +37.3% |
| 6M | +104.6% | +10.7% | +93.9% | +88.8% |
| YTD | +72.3% | -9.9% | +82.2% | +73.6% |
| 1Y | +76.3% | -4.6% | +80.9% | +72.6% |
| 3Y | +325.6% | +116.8% | +208.8% | +169.4% |
| 5Y | +254.2% | +38.6% | +215.7% | +167.5% |
| All | +294.5% | +48.7% | +245.8% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling