+246.3%
ZETA vs ESTC
-32.8%
+279.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.1% |
| 7D | -2.4% | -4.3% | +1.9% | -0.3% |
| 30D | +15.6% | +17.7% | -2.1% | +5.4% |
| 3M | +41.5% | +42.3% | -0.8% | +17.8% |
| 6M | +63.4% | +64.6% | -1.1% | +28.0% |
| YTD | +51.3% | +17.2% | +34.1% | +37.4% |
| 1Y | +65.8% | -4.2% | +70.0% | +61.8% |
| 3Y | +279.2% | +13.5% | +265.7% | +202.5% |
| 5Y | +341.8% | -45.5% | +387.3% | +289.7% |
| All | +246.3% | -32.8% | +279.1% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling