+252.6%
ZETA vs ESI
+60.0%
+192.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -5.8% |
| 7D | +2.7% | +3.3% | -0.7% | +0.6% |
| 30D | +15.8% | -5.9% | +21.7% | +19.4% |
| 3M | +35.4% | -14.1% | +49.5% | +42.2% |
| 6M | +67.1% | +6.6% | +60.5% | +45.9% |
| YTD | +54.1% | +45.0% | +9.0% | +6.0% |
| 1Y | +67.8% | +41.5% | +26.4% | +17.7% |
| 3Y | +311.4% | +78.8% | +232.7% | +131.0% |
| 5Y | +324.8% | +70.9% | +253.9% | +144.6% |
| All | +252.6% | +60.0% | +192.7% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling