+324.5%
ZETA vs ENB
+64.9%
+259.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.5% |
| 7D | +18.8% | -1.8% | +20.5% | +19.7% |
| 30D | +12.6% | +2.0% | +10.6% | +11.4% |
| 3M | +29.5% | -5.8% | +35.3% | +32.7% |
| 6M | +128.6% | -9.7% | +138.3% | +136.9% |
| YTD | +85.5% | +4.2% | +81.2% | +74.1% |
| 1Y | +90.6% | +3.2% | +87.4% | +79.9% |
| 3Y | +358.0% | +70.6% | +287.4% | +194.6% |
| 5Y | +282.0% | +55.1% | +226.8% | +169.6% |
| All | +324.5% | +64.9% | +259.7% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling