+297.3%
ZETA vs ELF
+22.3%
+275.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.9% |
| 7D | +6.2% | +7.8% | -1.6% | +4.7% |
| 30D | -2.0% | +9.3% | -11.3% | -3.7% |
| 3M | +21.7% | +21.2% | +0.5% | +16.7% |
| 6M | +89.1% | +96.1% | -7.0% | +63.0% |
| YTD | +59.3% | +57.0% | +2.4% | +43.1% |
| 1Y | +66.2% | +61.9% | +4.3% | +48.2% |
| 3Y | +297.3% | +20.0% | +277.3% | +182.5% |
| All | +297.3% | +22.3% | +275.0% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling