+341.8%
ZETA vs ENB
+71.0%
+270.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | -2.4% | -0.5% | -2.0% | -2.2% |
| 30D | +15.6% | -0.2% | +15.8% | +15.6% |
| 3M | +41.5% | -7.5% | +49.0% | +46.0% |
| 6M | +63.4% | -4.1% | +67.6% | +64.5% |
| YTD | +51.3% | +9.8% | +41.5% | +38.8% |
| 1Y | +65.8% | +8.7% | +57.1% | +52.5% |
| 3Y | +279.2% | +79.0% | +200.2% | +136.8% |
| 5Y | +341.8% | +69.1% | +272.7% | +182.5% |
| All | +341.8% | +71.0% | +270.7% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling