+239.5%
ZETA vs ITW
+29.7%
+209.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -2.1% |
| 7D | -3.7% | -0.7% | -3.0% | -3.2% |
| 30D | +5.7% | -8.3% | +14.0% | +12.6% |
| 3M | +50.4% | +6.0% | +44.4% | +42.8% |
| 6M | +65.5% | 0.0% | +65.5% | +63.1% |
| YTD | +48.3% | +10.2% | +38.1% | +32.9% |
| 1Y | +45.4% | +3.2% | +42.2% | +37.6% |
| 3Y | +270.8% | +21.0% | +249.8% | +208.3% |
| 5Y | +336.1% | +37.9% | +298.2% | +188.6% |
| All | +239.5% | +29.7% | +209.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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