+294.5%
ZETA vs ENB
+64.3%
+230.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +7.8% |
| 7D | +13.2% | -2.4% | +15.6% | +14.5% |
| 30D | +6.0% | +2.5% | +3.5% | +4.6% |
| 3M | +27.3% | -5.8% | +33.1% | +30.5% |
| 6M | +104.6% | -8.5% | +113.1% | +110.3% |
| YTD | +72.3% | +3.9% | +68.4% | +62.0% |
| 1Y | +76.3% | +3.7% | +72.6% | +65.7% |
| 3Y | +325.6% | +70.1% | +255.5% | +174.1% |
| 5Y | +254.2% | +53.2% | +201.0% | +150.8% |
| All | +294.5% | +64.3% | +230.1% | +163.2% |
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