+341.8%
ZETA vs ELF
+239.6%
+102.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.5% |
| 7D | -2.4% | -1.2% | -1.3% | -2.2% |
| 30D | +15.6% | +5.9% | +9.7% | +13.6% |
| 3M | +41.5% | +99.5% | -58.0% | +17.0% |
| 6M | +63.4% | +26.5% | +36.9% | +51.1% |
| YTD | +51.3% | +37.2% | +14.1% | +36.2% |
| 1Y | +65.8% | -24.4% | +90.2% | +70.1% |
| 3Y | +279.2% | -23.3% | +302.5% | +236.1% |
| 5Y | +341.8% | +245.2% | +96.6% | +27.6% |
| All | +341.8% | +239.6% | +102.2% | +27.6% |
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 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