+264.7%
ZETA vs ECL
+51.6%
+213.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.1% |
| 7D | +6.2% | -0.5% | +6.8% | +6.7% |
| 30D | -2.0% | +8.8% | -10.9% | -7.7% |
| 3M | +21.7% | +7.8% | +13.8% | +14.7% |
| 6M | +89.1% | +21.3% | +67.8% | +62.5% |
| YTD | +59.3% | +17.8% | +41.5% | +38.5% |
| 1Y | +66.2% | +21.1% | +45.1% | +41.0% |
| 3Y | +297.3% | +80.1% | +217.2% | +140.7% |
| 5Y | +227.5% | +40.5% | +187.0% | +126.2% |
| All | +264.7% | +51.6% | +213.1% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling