+246.3%
ZETA vs ECL
+37.1%
+209.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.4% | -0.8% | -1.7% | -1.9% |
| 30D | +15.6% | -2.5% | +18.1% | +17.4% |
| 3M | +41.5% | +8.3% | +33.2% | +32.8% |
| 6M | +63.4% | -1.1% | +64.5% | +62.9% |
| YTD | +51.3% | +6.5% | +44.8% | +41.7% |
| 1Y | +65.8% | +2.1% | +63.7% | +59.6% |
| 3Y | +279.2% | +57.6% | +221.6% | +154.3% |
| 5Y | +341.8% | +28.1% | +313.7% | +215.3% |
| All | +246.3% | +37.1% | +209.3% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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