+242.2%
ZETA vs ESI
+58.9%
+183.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -0.1% | +3.9% | -4.0% | -2.3% |
| 30D | +10.5% | -3.8% | +14.2% | +12.5% |
| 3M | +44.3% | -13.1% | +57.4% | +50.5% |
| 6M | +59.4% | +11.3% | +48.1% | +35.3% |
| YTD | +49.5% | +44.1% | +5.4% | +3.3% |
| 1Y | +62.7% | +40.3% | +22.3% | +14.7% |
| 3Y | +274.6% | +84.1% | +190.6% | +105.3% |
| 5Y | +349.3% | +75.8% | +273.5% | +159.3% |
| All | +242.2% | +58.9% | +183.2% | +95.4% |
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 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