+294.9%
ZETA vs EFV
+93.2%
+201.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.1% |
| 7D | +18.1% | +2.5% | +15.6% | +14.4% |
| 30D | +13.6% | +2.9% | +10.7% | +9.4% |
| 3M | +23.7% | -1.4% | +25.2% | +25.7% |
| 6M | +128.5% | +5.5% | +123.0% | +111.7% |
| YTD | +80.1% | +16.1% | +64.0% | +44.5% |
| 1Y | +98.0% | +20.3% | +77.7% | +51.2% |
| 3Y | +348.6% | +90.4% | +258.2% | +88.5% |
| All | +294.9% | +93.2% | +201.7% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling