+242.2%
ZETA vs ED
+67.9%
+174.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +10.5% | +1.9% | +8.5% | +11.1% |
| 3M | +44.3% | +1.9% | +42.5% | +45.3% |
| 6M | +59.4% | -2.3% | +61.7% | +59.2% |
| YTD | +49.5% | +10.9% | +38.6% | +53.8% |
| 1Y | +62.7% | +14.5% | +48.2% | +68.6% |
| 3Y | +274.6% | +33.4% | +241.2% | +286.9% |
| 5Y | +349.3% | +67.3% | +282.1% | +437.7% |
| All | +242.2% | +67.9% | +174.3% | +301.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling