+270.8%
ZETA vs ELAN
+99.1%
+171.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -3.7% | -5.4% | +1.7% | -2.5% |
| 30D | +5.7% | +4.7% | +1.0% | +4.4% |
| 3M | +50.4% | -3.7% | +54.1% | +51.1% |
| 6M | +65.5% | -1.2% | +66.7% | +63.7% |
| YTD | +48.3% | +2.4% | +45.9% | +45.9% |
| 1Y | +45.4% | +23.4% | +22.0% | +36.2% |
| 3Y | +270.8% | +96.7% | +174.1% | +159.6% |
| All | +270.8% | +99.1% | +171.7% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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