+246.3%
ZETA vs ITW
+30.0%
+216.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -2.4% | -0.4% | -2.0% | -2.0% |
| 30D | +15.6% | -9.4% | +25.0% | +24.2% |
| 3M | +41.5% | +7.1% | +34.4% | +33.3% |
| 6M | +63.4% | -1.9% | +65.3% | +63.7% |
| YTD | +51.3% | +10.4% | +40.9% | +35.4% |
| 1Y | +65.8% | +3.3% | +62.5% | +57.0% |
| 3Y | +279.2% | +21.0% | +258.2% | +215.3% |
| 5Y | +341.8% | +36.3% | +305.4% | +189.0% |
| All | +246.3% | +30.0% | +216.4% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling