+67.8%
ZETA vs EIX
+7.5%
+60.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.0% |
| 7D | +2.7% | -19.1% | +21.7% | -0.6% |
| 30D | +15.8% | -16.9% | +32.7% | +12.6% |
| 3M | +35.4% | -20.0% | +55.4% | +30.1% |
| 6M | +67.1% | -21.3% | +88.4% | +60.5% |
| YTD | +54.1% | -1.7% | +55.8% | +38.7% |
| 1Y | +67.8% | +9.6% | +58.3% | +39.0% |
| All | +67.8% | +7.5% | +60.3% | +39.0% |
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