+90.3%
ZETA vs ELF
-3.2%
+93.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | -5.0% | -1.5% | -3.5% | -4.7% |
| 30D | -3.3% | +9.5% | -12.9% | -4.9% |
| 3M | +31.0% | +29.4% | +1.6% | +24.5% |
| 6M | +72.2% | +83.7% | -11.6% | +53.0% |
| YTD | +56.2% | +49.4% | +6.7% | +45.6% |
| 1Y | +90.3% | -3.9% | +94.2% | +87.4% |
| All | +90.3% | -3.2% | +93.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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