+294.5%
ZETA vs ED
+86.3%
+208.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +8.4% |
| 7D | +13.2% | +2.1% | +11.1% | +14.0% |
| 30D | +6.0% | +12.4% | -6.4% | +10.0% |
| 3M | +27.3% | +13.1% | +14.2% | +32.5% |
| 6M | +104.6% | +14.1% | +90.5% | +114.0% |
| YTD | +72.3% | +23.1% | +49.3% | +83.5% |
| 1Y | +76.3% | +25.4% | +50.9% | +88.6% |
| 3Y | +325.6% | +47.9% | +277.8% | +355.3% |
| 5Y | +254.2% | +81.9% | +172.4% | +327.8% |
| All | +294.5% | +86.3% | +208.2% | +379.1% |
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