+67.8%
ZETA vs EL
+14.8%
+53.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.0% | -5.0% |
| 7D | +2.7% | +0.8% | +1.9% | +2.3% |
| 30D | +15.8% | +19.8% | -4.0% | +8.5% |
| 3M | +35.4% | +25.7% | +9.7% | +24.9% |
| 6M | +67.1% | +5.4% | +61.7% | +59.5% |
| YTD | +54.1% | +0.2% | +53.8% | +48.7% |
| 1Y | +67.8% | +20.4% | +47.4% | +51.6% |
| All | +67.8% | +14.8% | +53.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling