+294.5%
ZETA vs EIX
+37.6%
+256.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.2% |
| 7D | +13.2% | +1.0% | +12.3% | +13.0% |
| 30D | +6.0% | +8.9% | -2.9% | +3.9% |
| 3M | +27.3% | -9.8% | +37.1% | +28.2% |
| 6M | +104.6% | -10.2% | +114.8% | +103.8% |
| YTD | +72.3% | +5.9% | +66.4% | +59.2% |
| 1Y | +76.3% | +10.9% | +65.4% | +59.5% |
| 3Y | +325.6% | +10.2% | +315.4% | +282.0% |
| 5Y | +254.2% | +17.0% | +237.2% | +205.2% |
| All | +294.5% | +37.6% | +256.9% | +265.3% |
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 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