+341.8%
ZETA vs EIX
+28.1%
+313.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.9% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | +15.6% | -13.5% | +29.1% | +17.7% |
| 3M | +41.5% | -15.3% | +56.8% | +44.0% |
| 6M | +63.4% | -15.3% | +78.8% | +65.1% |
| YTD | +51.3% | +2.7% | +48.6% | +40.3% |
| 1Y | +65.8% | +17.4% | +48.4% | +45.1% |
| 3Y | +279.2% | -1.3% | +280.5% | +251.6% |
| 5Y | +341.8% | +27.2% | +314.6% | +321.1% |
| All | +341.8% | +28.1% | +313.6% | +321.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling