+135.2%
JCI vs ZETA
+313.7%
-178.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +8.4% | +26.5% | -18.0% | +5.9% |
| 30D | -8.9% | +10.3% | -19.2% | -9.8% |
| 3M | -6.4% | +30.5% | -37.0% | -9.1% |
| 6M | +1.6% | +129.4% | -127.7% | -7.5% |
| YTD | +20.1% | +83.1% | -63.1% | +10.8% |
| 1Y | +17.2% | +82.1% | -64.8% | +8.0% |
| 3Y | +190.7% | +352.3% | -161.6% | +131.2% |
| 5Y | +99.9% | +293.1% | -193.3% | +55.4% |
| All | +135.2% | +313.7% | -178.5% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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