+252.6%
ZETA vs EIX
+27.7%
+225.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | +2.7% | -19.1% | +21.7% | +6.7% |
| 30D | +15.8% | -16.9% | +32.7% | +19.0% |
| 3M | +35.4% | -20.0% | +55.4% | +39.7% |
| 6M | +67.1% | -21.3% | +88.4% | +72.3% |
| YTD | +54.1% | -1.7% | +55.8% | +44.9% |
| 1Y | +67.8% | +9.6% | +58.3% | +50.8% |
| 3Y | +311.4% | -3.7% | +315.1% | +283.9% |
| 5Y | +324.8% | +22.6% | +302.2% | +296.4% |
| All | +252.6% | +27.7% | +225.0% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling