+294.5%
ZETA vs ELF
+318.2%
-23.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.4% |
| 7D | +13.2% | +6.3% | +7.0% | +11.6% |
| 30D | +6.0% | +8.5% | -2.5% | +3.9% |
| 3M | +27.3% | +24.4% | +2.9% | +20.1% |
| 6M | +104.6% | +94.7% | +9.9% | +70.0% |
| YTD | +72.3% | +55.9% | +16.5% | +50.4% |
| 1Y | +76.3% | +48.4% | +27.9% | +55.7% |
| 3Y | +325.6% | +24.6% | +301.0% | +221.9% |
| 5Y | +254.2% | +285.0% | -30.8% | +10.6% |
| All | +294.5% | +318.2% | -23.7% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling