+252.6%
ZETA vs ESTC
-30.2%
+282.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.0% |
| 7D | +2.7% | -8.1% | +10.8% | +6.7% |
| 30D | +15.8% | +31.7% | -15.9% | +0.1% |
| 3M | +35.4% | +41.1% | -5.6% | +13.3% |
| 6M | +67.1% | +77.1% | -10.0% | +26.5% |
| YTD | +54.1% | +21.7% | +32.4% | +37.5% |
| 1Y | +67.8% | +8.4% | +59.4% | +54.4% |
| 3Y | +311.4% | +23.6% | +287.8% | +214.4% |
| 5Y | +324.8% | -46.5% | +371.3% | +273.2% |
| All | +252.6% | -30.2% | +282.9% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling