+129.4%
ZETA vs ELF
+106.0%
+23.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.8% |
| 7D | +26.5% | +3.4% | +23.1% | +26.1% |
| 30D | +10.3% | +5.0% | +5.3% | +10.1% |
| 3M | +30.5% | +22.6% | +8.0% | +30.4% |
| 6M | +129.4% | +104.0% | +25.4% | +154.7% |
| All | +129.4% | +106.0% | +23.3% | +154.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling