+347.2%
ZETA vs ED
+67.1%
+280.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -4.5% |
| 7D | +2.7% | -0.2% | +2.8% | +2.6% |
| 30D | +15.8% | -0.1% | +15.9% | +15.8% |
| 3M | +35.4% | +3.9% | +31.5% | +37.2% |
| 6M | +67.1% | -3.0% | +70.1% | +66.5% |
| YTD | +54.1% | +10.7% | +43.4% | +58.3% |
| 1Y | +67.8% | +13.3% | +54.5% | +73.4% |
| 3Y | +311.4% | +34.5% | +276.9% | +323.2% |
| All | +347.2% | +67.1% | +280.1% | +460.2% |
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