+90.3%
ZETA vs ED
+27.1%
+63.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +6.1% |
| 7D | -5.0% | +5.4% | -10.4% | +1.2% |
| 30D | -3.3% | +16.4% | -19.7% | +17.0% |
| 3M | +31.0% | +11.9% | +19.1% | +51.1% |
| 6M | +72.2% | +11.6% | +60.6% | +99.2% |
| YTD | +56.2% | +24.1% | +32.1% | +134.8% |
| 1Y | +90.3% | +26.9% | +63.4% | +203.0% |
| All | +90.3% | +27.1% | +63.2% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling