+252.6%
ZETA vs ELV
+14.7%
+238.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.8% |
| 7D | +2.7% | +3.3% | -0.7% | +2.2% |
| 30D | +15.8% | +4.2% | +11.7% | +15.0% |
| 3M | +35.4% | -0.1% | +35.5% | +35.2% |
| 6M | +67.1% | +41.3% | +25.9% | +58.6% |
| YTD | +54.1% | +17.4% | +36.6% | +50.2% |
| 1Y | +67.8% | +35.1% | +32.8% | +60.9% |
| 3Y | +311.4% | -3.2% | +314.7% | +306.0% |
| 5Y | +324.8% | +15.6% | +309.2% | +305.8% |
| All | +252.6% | +14.7% | +238.0% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling