+341.6%
ZETA vs ITW
+35.1%
+306.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | -6.5% | -2.4% | -4.1% | -4.7% |
| 30D | +4.8% | -9.5% | +14.4% | +13.2% |
| 3M | +53.3% | +6.6% | +46.7% | +44.4% |
| 6M | +66.8% | -1.8% | +68.6% | +66.7% |
| YTD | +50.2% | +9.0% | +41.2% | +34.9% |
| 1Y | +62.0% | +3.6% | +58.5% | +52.2% |
| 3Y | +276.4% | +19.4% | +256.9% | +211.5% |
| 5Y | +341.6% | +36.4% | +305.2% | +171.7% |
| All | +341.6% | +35.1% | +306.5% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling