+62.0%
ZETA vs EFV
+26.5%
+35.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -6.5% | -2.0% | -4.5% | -4.7% |
| 30D | +4.8% | -0.2% | +5.0% | +5.1% |
| 3M | +53.3% | +9.1% | +44.2% | +40.6% |
| 6M | +66.8% | +11.7% | +55.1% | +47.3% |
| YTD | +50.2% | +17.0% | +33.1% | +14.3% |
| 1Y | +62.0% | +26.7% | +35.3% | -2.3% |
| All | +62.0% | +26.5% | +35.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling