+239.5%
ZETA vs EL
-64.9%
+304.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -3.7% | -6.5% | +2.8% | -1.0% |
| 30D | +5.7% | +11.1% | -5.4% | +0.2% |
| 3M | +50.4% | +10.7% | +39.7% | +43.0% |
| 6M | +65.5% | +6.9% | +58.6% | +57.3% |
| YTD | +48.3% | -6.3% | +54.6% | +47.5% |
| 1Y | +45.4% | +13.5% | +31.9% | +31.9% |
| 3Y | +270.8% | -33.1% | +303.8% | +295.6% |
| 5Y | +336.1% | -68.8% | +404.9% | +640.4% |
| All | +239.5% | -64.9% | +304.4% | +441.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling