+17.7%
ZETA vs EIX
-10.2%
+27.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.5% |
| 7D | +6.2% | +0.7% | +5.5% | +6.2% |
| 30D | -2.0% | +8.8% | -10.8% | -2.1% |
| All | +17.7% | -10.2% | +27.9% | +17.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling