+242.2%
ZETA vs ENB
+72.6%
+169.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +10.5% | -1.1% | +11.5% | +10.9% |
| 3M | +44.3% | -8.5% | +52.8% | +49.7% |
| 6M | +59.4% | -4.5% | +64.0% | +60.8% |
| YTD | +49.5% | +9.1% | +40.4% | +37.6% |
| 1Y | +62.7% | +8.0% | +54.7% | +50.2% |
| 3Y | +274.6% | +77.8% | +196.8% | +136.6% |
| 5Y | +349.3% | +69.4% | +280.0% | +199.5% |
| All | +242.2% | +72.6% | +169.6% | +123.7% |
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