+227.5%
ZETA vs ELF
+284.3%
-56.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.8% |
| 7D | +6.2% | +7.8% | -1.6% | +4.3% |
| 30D | -2.0% | +9.3% | -11.3% | -4.1% |
| 3M | +21.7% | +21.2% | +0.5% | +15.5% |
| 6M | +89.1% | +96.1% | -7.0% | +56.6% |
| YTD | +59.3% | +57.0% | +2.4% | +38.6% |
| 1Y | +66.2% | +61.9% | +4.3% | +43.2% |
| 3Y | +297.3% | +20.0% | +277.3% | +200.7% |
| 5Y | +227.5% | +284.8% | -57.3% | -4.7% |
| All | +227.5% | +284.3% | -56.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling