+341.8%
ZETA vs EL
-67.4%
+409.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | -2.4% | +1.7% | -4.1% | -3.2% |
| 30D | +15.6% | +15.5% | +0.1% | +7.7% |
| 3M | +41.5% | +20.6% | +20.9% | +29.6% |
| 6M | +63.4% | +10.5% | +53.0% | +53.1% |
| YTD | +51.3% | -1.9% | +53.2% | +47.6% |
| 1Y | +65.8% | +16.1% | +49.7% | +48.8% |
| 3Y | +279.2% | -30.2% | +309.4% | +299.7% |
| 5Y | +341.8% | -67.4% | +409.1% | +781.9% |
| All | +341.8% | -67.4% | +409.2% | +781.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling