+349.3%
ZETA vs ELV
+14.8%
+334.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.3% |
| 30D | +10.5% | -0.2% | +10.7% | +10.5% |
| 3M | +44.3% | -6.1% | +50.4% | +45.4% |
| 6M | +59.4% | +42.8% | +16.6% | +51.3% |
| YTD | +49.5% | +14.4% | +35.1% | +46.4% |
| 1Y | +62.7% | +28.6% | +34.1% | +57.1% |
| 3Y | +274.6% | -7.4% | +282.0% | +272.2% |
| 5Y | +349.3% | +14.5% | +334.9% | +352.9% |
| All | +349.3% | +14.8% | +334.6% | +352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling