+243.8%
ZETA vs EFX
-23.7%
+267.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -11.1% | +4.6% | +1.0% |
| 30D | +4.8% | -7.4% | +12.2% | +10.0% |
| 3M | +53.3% | +1.5% | +51.9% | +49.9% |
| 6M | +66.8% | -13.7% | +80.5% | +82.1% |
| YTD | +50.2% | -21.9% | +72.0% | +73.6% |
| 1Y | +62.0% | -30.8% | +92.8% | +102.8% |
| 3Y | +276.4% | -12.4% | +288.7% | +277.0% |
| 5Y | +341.6% | -35.9% | +377.6% | +400.8% |
| All | +243.8% | -23.7% | +267.4% | +315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling