+246.3%
ZETA vs EOSE
-77.0%
+323.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -3.0% |
| 7D | -2.4% | +41.4% | -43.9% | -6.7% |
| 30D | +15.6% | +3.6% | +12.0% | +14.4% |
| 3M | +41.5% | -35.7% | +77.2% | +46.2% |
| 6M | +63.4% | -29.9% | +93.3% | +64.2% |
| YTD | +51.3% | -62.5% | +113.8% | +60.6% |
| 1Y | +65.8% | -37.4% | +103.2% | +64.5% |
| 3Y | +279.2% | +55.8% | +223.4% | +209.6% |
| 5Y | +341.8% | -67.8% | +409.6% | +278.0% |
| All | +246.3% | -77.0% | +323.3% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling