+239.5%
ZETA vs EFV
+91.7%
+147.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.6% |
| 7D | -3.7% | -0.8% | -2.9% | -2.7% |
| 30D | +5.7% | +0.6% | +5.1% | +4.9% |
| 3M | +50.4% | +7.5% | +42.9% | +36.7% |
| 6M | +65.5% | +13.0% | +52.4% | +40.3% |
| YTD | +48.3% | +18.3% | +30.0% | +17.1% |
| 1Y | +45.4% | +26.7% | +18.6% | +5.0% |
| 3Y | +270.8% | +89.6% | +181.2% | +61.5% |
| 5Y | +336.1% | +98.2% | +237.9% | +77.1% |
| All | +239.5% | +91.7% | +147.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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