+341.6%
ZETA vs EOSE
-70.2%
+411.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +0.9% |
| 7D | -6.5% | +14.0% | -20.5% | -8.0% |
| 30D | +4.8% | -5.9% | +10.7% | +4.9% |
| 3M | +53.3% | -34.3% | +87.6% | +57.9% |
| 6M | +66.8% | -37.8% | +104.6% | +70.0% |
| YTD | +50.2% | -65.2% | +115.4% | +60.6% |
| 1Y | +62.0% | -41.9% | +104.0% | +62.2% |
| 3Y | +276.4% | +44.6% | +231.8% | +211.4% |
| 5Y | +341.6% | -69.2% | +410.8% | +266.6% |
| All | +341.6% | -70.2% | +411.8% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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