+98.0%
ZETA vs EL
+23.3%
+74.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +18.1% | +1.5% | +16.6% | +17.5% |
| 30D | +13.6% | +10.0% | +3.6% | +10.2% |
| 3M | +23.7% | +28.4% | -4.7% | +13.1% |
| 6M | +128.5% | +37.1% | +91.4% | +102.0% |
| YTD | +80.1% | +7.8% | +72.3% | +66.2% |
| 1Y | +98.0% | +26.0% | +72.0% | +67.2% |
| All | +98.0% | +23.3% | +74.7% | +67.2% |
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