+286.1%
ZETA vs ENB
+78.2%
+207.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +15.8% | -2.2% | +18.0% | +16.2% |
| 3M | +35.4% | -10.5% | +45.9% | +38.2% |
| 6M | +67.1% | -5.1% | +72.2% | +67.2% |
| YTD | +54.1% | +9.0% | +45.1% | +45.4% |
| 1Y | +67.8% | +8.2% | +59.6% | +58.4% |
| All | +286.1% | +78.2% | +207.9% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling