+273.7%
ZETA vs EFX
-12.7%
+286.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | 0.0% |
| 7D | -0.1% | -9.4% | +9.3% | +6.0% |
| 30D | +10.5% | -6.9% | +17.3% | +15.0% |
| 3M | +44.3% | +0.1% | +44.2% | +42.9% |
| 6M | +59.4% | -17.3% | +76.8% | +76.4% |
| YTD | +49.5% | -21.8% | +71.3% | +69.8% |
| 1Y | +62.7% | -32.5% | +95.2% | +100.5% |
| All | +273.7% | -12.7% | +286.4% | +289.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling