+67.8%
ZETA vs ESI
+44.5%
+23.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.7% |
| 7D | +2.7% | +3.3% | -0.7% | +1.8% |
| 30D | +15.8% | -5.9% | +21.7% | +17.3% |
| 3M | +35.4% | -14.1% | +49.5% | +36.7% |
| 6M | +67.1% | +6.6% | +60.5% | +46.9% |
| YTD | +54.1% | +45.0% | +9.0% | +4.5% |
| 1Y | +67.8% | +41.5% | +26.4% | +17.4% |
| All | +67.8% | +44.5% | +23.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling