+293.1%
ZETA vs ES
+6.0%
+287.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +26.5% | -1.1% | +27.5% | +26.7% |
| 30D | +10.3% | +8.2% | +2.1% | +8.5% |
| 3M | +30.5% | +0.6% | +29.9% | +30.2% |
| 6M | +129.4% | +6.0% | +123.4% | +125.6% |
| YTD | +83.1% | +9.3% | +73.8% | +78.0% |
| 1Y | +82.1% | +1.1% | +80.9% | +80.0% |
| 3Y | +352.3% | +51.9% | +300.4% | +290.6% |
| 5Y | +293.1% | +6.5% | +286.7% | +255.3% |
| All | +293.1% | +6.0% | +287.2% | +255.3% |
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