+290.4%
ZETA vs ELF
-17.1%
+307.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.5% |
| 7D | +2.7% | +5.4% | -2.7% | +1.5% |
| 30D | +15.8% | +27.0% | -11.2% | +10.2% |
| 3M | +35.4% | +113.2% | -77.8% | +16.0% |
| 6M | +67.1% | +36.6% | +30.5% | +55.5% |
| YTD | +54.1% | +44.2% | +9.8% | +41.5% |
| 1Y | +67.8% | -18.0% | +85.8% | +68.1% |
| All | +290.4% | -17.1% | +307.5% | +244.1% |
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