+90.3%
ZETA vs EIX
+18.9%
+71.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +3.1% |
| 7D | -5.0% | +4.5% | -9.5% | -4.3% |
| 30D | -3.3% | +15.2% | -18.6% | -1.1% |
| 3M | +31.0% | -11.6% | +42.6% | +26.3% |
| 6M | +72.2% | -8.4% | +80.5% | +69.4% |
| YTD | +56.2% | +8.2% | +48.0% | +50.3% |
| 1Y | +90.3% | +16.6% | +73.7% | +61.7% |
| All | +90.3% | +18.9% | +71.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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