+273.7%
ZETA vs ELV
-7.6%
+281.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +10.5% | -0.2% | +10.7% | +10.5% |
| 3M | +44.3% | -6.1% | +50.4% | +45.5% |
| 6M | +59.4% | +42.8% | +16.6% | +50.3% |
| YTD | +49.5% | +14.4% | +35.1% | +46.2% |
| 1Y | +62.7% | +28.6% | +34.1% | +56.8% |
| All | +273.7% | -7.6% | +281.3% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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