+76.3%
ZETA vs ESI
+18.3%
+58.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.3% |
| 7D | +13.2% | -6.6% | +19.9% | +14.5% |
| 30D | +6.0% | -9.8% | +15.8% | +7.7% |
| 3M | +27.3% | -11.9% | +39.3% | +29.9% |
| 6M | +104.6% | -25.1% | +129.7% | +110.3% |
| YTD | +72.3% | +31.9% | +40.4% | +18.1% |
| 1Y | +76.3% | +19.2% | +57.1% | +33.8% |
| All | +76.3% | +18.3% | +58.0% | +33.8% |
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 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