+264.7%
ZETA vs ESI
+46.4%
+218.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.7% | +1.6% |
| 7D | +6.2% | -3.5% | +9.7% | +8.2% |
| 30D | -2.0% | -9.3% | +7.2% | +3.0% |
| 3M | +21.7% | -12.8% | +34.5% | +29.4% |
| 6M | +89.1% | -24.6% | +113.8% | +110.1% |
| YTD | +59.3% | +32.7% | +26.6% | +13.8% |
| 1Y | +66.2% | +20.3% | +45.9% | +27.9% |
| 3Y | +297.3% | +80.2% | +217.1% | +114.9% |
| 5Y | +227.5% | +40.0% | +187.5% | +109.5% |
| All | +264.7% | +46.4% | +218.3% | +115.4% |
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 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