+128.5%
ZETA vs EFV
+6.5%
+122.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.9% |
| 7D | +18.1% | +2.5% | +15.6% | +16.1% |
| 30D | +13.6% | +2.9% | +10.7% | +11.9% |
| 3M | +23.7% | -1.4% | +25.2% | +25.5% |
| 6M | +128.5% | +5.5% | +123.0% | +121.6% |
| All | +128.5% | +6.5% | +122.0% | +121.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling