+242.2%
ZETA vs ELF
+253.1%
-11.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.2% |
| 7D | -0.1% | -6.8% | +6.7% | +1.7% |
| 30D | +10.5% | +5.1% | +5.4% | +8.8% |
| 3M | +44.3% | +79.8% | -35.5% | +23.1% |
| 6M | +59.4% | +29.7% | +29.7% | +46.7% |
| YTD | +49.5% | +31.6% | +17.9% | +36.3% |
| 1Y | +62.7% | -27.9% | +90.6% | +68.7% |
| 3Y | +274.6% | -26.4% | +301.1% | +237.1% |
| 5Y | +349.3% | +235.6% | +113.7% | +43.8% |
| All | +242.2% | +253.1% | -11.0% | +12.6% |
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