+202.4%
ZETA vs ES
+1.4%
+201.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +5.8% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | -8.0% | +7.1% | -15.1% | -9.4% |
| 3M | +21.4% | -1.9% | +23.3% | +21.6% |
| 6M | +80.1% | +4.4% | +75.7% | +77.6% |
| YTD | +52.5% | +7.3% | +45.2% | +48.7% |
| 1Y | +58.5% | +2.1% | +56.3% | +56.0% |
| 3Y | +281.7% | +41.8% | +239.8% | +235.1% |
| All | +202.4% | +1.4% | +201.0% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling