+312.3%
ZETA vs ESI
+47.0%
+265.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.3% |
| 7D | +18.1% | +5.5% | +12.6% | +14.7% |
| 30D | +13.6% | -7.8% | +21.3% | +18.3% |
| 3M | +23.7% | -15.0% | +38.7% | +33.7% |
| 6M | +128.5% | -24.9% | +153.4% | +155.0% |
| YTD | +80.1% | +33.2% | +46.9% | +28.5% |
| 1Y | +98.0% | +24.9% | +73.1% | +48.1% |
| 3Y | +348.6% | +77.8% | +270.8% | +145.6% |
| 5Y | +286.6% | +37.1% | +249.5% | +148.3% |
| All | +312.3% | +47.0% | +265.3% | +143.2% |
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