+290.4%
ZETA vs ESTC
+18.2%
+272.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.2% |
| 7D | +2.7% | -8.1% | +10.8% | +6.1% |
| 30D | +15.8% | +31.7% | -15.9% | +2.2% |
| 3M | +35.4% | +41.1% | -5.6% | +16.0% |
| 6M | +67.1% | +77.1% | -10.0% | +31.8% |
| YTD | +54.1% | +21.7% | +32.4% | +37.6% |
| 1Y | +67.8% | +8.4% | +59.4% | +53.4% |
| All | +290.4% | +18.2% | +272.2% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling