+227.5%
ZETA vs ESI
+42.9%
+184.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.7% | +1.5% |
| 7D | +6.2% | -3.5% | +9.7% | +8.3% |
| 30D | -2.0% | -9.3% | +7.2% | +3.2% |
| 3M | +21.7% | -12.8% | +34.5% | +29.7% |
| 6M | +89.1% | -24.6% | +113.8% | +110.7% |
| YTD | +59.3% | +32.7% | +26.6% | +11.4% |
| 1Y | +66.2% | +20.3% | +45.9% | +25.6% |
| 3Y | +297.3% | +80.2% | +217.1% | +102.7% |
| 5Y | +227.5% | +40.0% | +187.5% | +129.2% |
| All | +227.5% | +42.9% | +184.6% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling