+312.3%
ZETA vs EL
-59.6%
+371.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +18.1% | +1.5% | +16.6% | +17.3% |
| 30D | +13.6% | +10.0% | +3.6% | +9.1% |
| 3M | +23.7% | +28.4% | -4.7% | +10.0% |
| 6M | +128.5% | +37.1% | +91.4% | +96.2% |
| YTD | +80.1% | +7.8% | +72.3% | +68.3% |
| 1Y | +98.0% | +26.0% | +72.0% | +72.4% |
| 3Y | +348.6% | +3.8% | +344.8% | +280.4% |
| 5Y | +286.6% | -65.2% | +351.8% | +571.2% |
| All | +312.3% | -59.6% | +371.9% | +518.3% |
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