+202.4%
ZETA vs ED
+80.7%
+121.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +4.6% |
| 7D | -0.4% | +1.6% | -2.1% | +0.1% |
| 30D | -8.0% | +13.3% | -21.3% | -4.7% |
| 3M | +21.4% | +9.7% | +11.7% | +24.9% |
| 6M | +80.1% | +12.8% | +67.3% | +87.0% |
| YTD | +52.5% | +22.3% | +30.2% | +60.8% |
| 1Y | +58.5% | +26.3% | +32.2% | +67.9% |
| 3Y | +281.7% | +45.0% | +236.6% | +296.7% |
| All | +202.4% | +80.7% | +121.8% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling