+324.5%
ZETA vs EXPE
+52.2%
+272.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +6.5% |
| 7D | +18.8% | -17.8% | +36.5% | +29.8% |
| 30D | +12.6% | -3.2% | +15.9% | +12.8% |
| 3M | +29.5% | -19.0% | +48.4% | +39.6% |
| 6M | +128.6% | +17.7% | +110.9% | +104.8% |
| YTD | +85.5% | -7.8% | +93.2% | +84.8% |
| 1Y | +90.6% | -1.4% | +92.0% | +83.8% |
| 3Y | +358.0% | +121.9% | +236.1% | +186.9% |
| 5Y | +282.0% | +44.3% | +237.7% | +184.7% |
| All | +324.5% | +52.2% | +272.3% | +212.8% |
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 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