+242.2%
ZETA vs ELAN
-30.5%
+272.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.1% | -4.6% | +4.5% | +1.4% |
| 30D | +10.5% | +5.7% | +4.8% | +8.2% |
| 3M | +44.3% | -3.9% | +48.2% | +45.2% |
| 6M | +59.4% | -1.6% | +61.1% | +57.0% |
| YTD | +49.5% | +4.1% | +45.4% | +44.7% |
| 1Y | +62.7% | +25.5% | +37.1% | +46.7% |
| 3Y | +274.6% | +103.2% | +171.4% | +153.3% |
| 5Y | +349.3% | -29.8% | +379.1% | +394.8% |
| All | +242.2% | -30.5% | +272.7% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling