+246.3%
ZETA vs ES
+5.4%
+241.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +15.6% | -1.2% | +16.7% | +15.8% |
| 3M | +41.5% | +5.0% | +36.5% | +40.1% |
| 6M | +63.4% | -2.8% | +66.3% | +63.8% |
| YTD | +51.3% | +8.6% | +42.7% | +48.0% |
| 1Y | +65.8% | +18.9% | +46.9% | +58.1% |
| 3Y | +279.2% | +32.1% | +247.0% | +243.7% |
| 5Y | +341.8% | -5.1% | +346.8% | +309.8% |
| All | +246.3% | +5.4% | +241.0% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ES 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling