+294.5%
ZETA vs ESI
+45.5%
+249.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.5% |
| 7D | +13.2% | -6.6% | +19.9% | +17.5% |
| 30D | +6.0% | -9.8% | +15.8% | +11.8% |
| 3M | +27.3% | -11.9% | +39.3% | +34.6% |
| 6M | +104.6% | -25.1% | +129.7% | +128.0% |
| YTD | +72.3% | +31.9% | +40.4% | +23.6% |
| 1Y | +76.3% | +19.2% | +57.1% | +36.4% |
| 3Y | +325.6% | +76.2% | +249.4% | +134.0% |
| 5Y | +254.2% | +39.4% | +214.9% | +127.3% |
| All | +294.5% | +45.5% | +249.0% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling