+252.6%
ZETA vs EXPE
+74.6%
+178.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | +2.7% | -9.5% | +12.2% | +7.6% |
| 30D | +15.8% | -6.6% | +22.4% | +19.0% |
| 3M | +35.4% | +31.4% | +4.0% | +17.4% |
| 6M | +67.1% | +35.2% | +31.9% | +41.5% |
| YTD | +54.1% | +5.8% | +48.3% | +46.5% |
| 1Y | +67.8% | +38.7% | +29.2% | +38.5% |
| 3Y | +311.4% | +175.8% | +135.6% | +134.3% |
| 5Y | +324.8% | +111.8% | +213.0% | +185.5% |
| All | +252.6% | +74.6% | +178.0% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling