+242.2%
ZETA vs EXPE
+59.7%
+182.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.1% | -11.5% | +11.4% | +5.9% |
| 30D | +10.5% | -13.1% | +23.5% | +17.3% |
| 3M | +44.3% | +18.1% | +26.2% | +31.7% |
| 6M | +59.4% | +13.3% | +46.2% | +48.0% |
| YTD | +49.5% | -3.2% | +52.7% | +48.3% |
| 1Y | +62.7% | +26.1% | +36.5% | +40.4% |
| 3Y | +274.6% | +151.7% | +122.9% | +122.9% |
| 5Y | +349.3% | +88.3% | +261.0% | +218.0% |
| All | +242.2% | +59.7% | +182.5% | +150.9% |
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