+98.0%
ZETA vs ESI
+21.7%
+76.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | +18.1% | +5.5% | +12.6% | +17.0% |
| 30D | +13.6% | -7.8% | +21.3% | +14.9% |
| 3M | +23.7% | -15.0% | +38.7% | +26.8% |
| 6M | +128.5% | -24.9% | +153.4% | +134.7% |
| YTD | +80.1% | +33.2% | +46.9% | +26.9% |
| 1Y | +98.0% | +24.9% | +73.1% | +47.1% |
| All | +98.0% | +21.7% | +76.3% | +47.1% |
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