+294.9%
ZETA vs EFX
-30.1%
+325.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | +18.1% | -0.8% | +18.9% | +18.7% |
| 30D | +13.6% | +25.1% | -11.5% | -3.6% |
| 3M | +23.7% | +1.7% | +22.1% | +20.1% |
| 6M | +128.5% | +18.4% | +110.1% | +98.9% |
| YTD | +80.1% | -12.5% | +92.6% | +90.6% |
| 1Y | +98.0% | -8.1% | +106.1% | +102.8% |
| 3Y | +348.6% | +4.8% | +343.8% | +284.5% |
| All | +294.9% | -30.1% | +325.1% | +340.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling