+202.4%
ZETA vs EXPE
+43.3%
+159.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.2% | +7.7% |
| 7D | -0.4% | -9.3% | +8.9% | +3.5% |
| 30D | -8.0% | +0.1% | -8.2% | -9.6% |
| 3M | +21.4% | -15.3% | +36.7% | +28.4% |
| 6M | +80.1% | +5.5% | +74.6% | +69.3% |
| YTD | +52.5% | -8.0% | +60.5% | +52.0% |
| 1Y | +58.5% | +18.9% | +39.6% | +36.9% |
| 3Y | +281.7% | +135.5% | +146.1% | +123.3% |
| All | +202.4% | +43.3% | +159.1% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling