+242.2%
ZETA vs EIX
+29.2%
+213.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | -0.1% | +4.1% | -4.1% | -1.0% |
| 30D | +10.5% | -15.3% | +25.8% | +12.9% |
| 3M | +44.3% | -18.4% | +62.7% | +48.1% |
| 6M | +59.4% | -16.8% | +76.3% | +61.4% |
| YTD | +49.5% | -0.6% | +50.0% | +40.2% |
| 1Y | +62.7% | +10.7% | +52.0% | +45.9% |
| 3Y | +274.6% | -4.5% | +279.1% | +251.3% |
| 5Y | +349.3% | +24.0% | +325.3% | +317.9% |
| All | +242.2% | +29.2% | +213.0% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling