+297.3%
ZETA vs EL
+1.5%
+295.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.5% |
| 7D | +6.2% | +8.0% | -1.8% | +3.7% |
| 30D | -2.0% | +15.4% | -17.4% | -6.5% |
| 3M | +21.7% | +28.5% | -6.8% | +11.1% |
| 6M | +89.1% | +32.2% | +56.9% | +70.2% |
| YTD | +59.3% | +9.2% | +50.1% | +50.7% |
| 1Y | +66.2% | +30.8% | +35.4% | +48.1% |
| 3Y | +297.3% | +3.7% | +293.6% | +219.9% |
| All | +297.3% | +1.5% | +295.8% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling