+349.3%
ZETA vs EFV
+95.4%
+253.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | 0.0% |
| 7D | -0.1% | -0.5% | +0.4% | +0.7% |
| 30D | +10.5% | 0.0% | +10.4% | +10.5% |
| 3M | +44.3% | +8.4% | +35.9% | +29.4% |
| 6M | +59.4% | +12.3% | +47.1% | +35.8% |
| YTD | +49.5% | +17.4% | +32.1% | +18.6% |
| 1Y | +62.7% | +27.1% | +35.5% | +16.1% |
| 3Y | +274.6% | +90.7% | +183.9% | +57.9% |
| 5Y | +349.3% | +95.6% | +253.7% | +85.0% |
| All | +349.3% | +95.4% | +253.9% | +85.0% |
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