+279.2%
ZETA vs ESI
+82.9%
+196.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -2.4% | +5.4% | -7.8% | -4.7% |
| 30D | +15.6% | -4.2% | +19.8% | +17.5% |
| 3M | +41.5% | -9.6% | +51.1% | +42.7% |
| 6M | +63.4% | +18.3% | +45.1% | +35.5% |
| YTD | +51.3% | +45.8% | +5.5% | +7.3% |
| 1Y | +65.8% | +39.2% | +26.6% | +21.5% |
| 3Y | +279.2% | +86.3% | +192.9% | +112.4% |
| All | +279.2% | +82.9% | +196.3% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling