+90.3%
ZETA vs EFX
-7.5%
+97.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.4% |
| 7D | -5.0% | +9.2% | -14.2% | -9.6% |
| 30D | -3.3% | +34.8% | -38.1% | -19.5% |
| 3M | +31.0% | +8.8% | +22.2% | +24.4% |
| 6M | +72.2% | +12.3% | +59.9% | +59.0% |
| YTD | +56.2% | -10.6% | +66.8% | +62.9% |
| 1Y | +90.3% | -6.7% | +97.0% | +95.2% |
| All | +90.3% | -7.5% | +97.8% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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