+82.1%
ZETA vs EXPE
-1.9%
+84.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +26.5% | -4.2% | +30.7% | +28.6% |
| 30D | +10.3% | -4.5% | +14.8% | +11.0% |
| 3M | +30.5% | -19.7% | +50.2% | +42.0% |
| 6M | +129.4% | +18.3% | +111.1% | +100.7% |
| YTD | +83.1% | -7.3% | +90.5% | +80.0% |
| 1Y | +82.1% | -3.9% | +86.0% | +74.2% |
| All | +82.1% | -1.9% | +84.0% | +74.2% |
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