+290.4%
ZETA vs ECL
+58.5%
+231.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +2.7% | -2.6% | +5.3% | +4.1% |
| 30D | +15.8% | -2.2% | +18.0% | +17.0% |
| 3M | +35.4% | +10.1% | +25.3% | +27.7% |
| 6M | +67.1% | -5.7% | +72.8% | +72.9% |
| YTD | +54.1% | +7.0% | +47.1% | +45.7% |
| 1Y | +67.8% | +2.7% | +65.2% | +62.6% |
| All | +290.4% | +58.5% | +231.9% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling