+64.7%
ZETA vs ED
+16.2%
+48.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -0.7% |
| 7D | -2.4% | +0.5% | -3.0% | -1.9% |
| 30D | +15.6% | +1.1% | +14.5% | +17.1% |
| 3M | +41.5% | +4.6% | +36.9% | +51.8% |
| 6M | +63.4% | -2.0% | +65.4% | +60.3% |
| YTD | +51.3% | +11.7% | +39.6% | +85.1% |
| All | +64.7% | +16.2% | +48.5% | +109.7% |
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