+19.6%
JCI vs ZETA
+91.3%
-71.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.6% | -5.1% | +2.5% |
| 7D | +2.9% | +18.8% | -15.9% | +3.0% |
| 30D | -6.9% | +12.6% | -19.6% | -7.0% |
| 3M | -6.3% | +29.5% | -35.8% | -5.7% |
| 6M | +2.6% | +128.6% | -126.0% | +6.1% |
| YTD | +21.8% | +85.5% | -63.6% | +23.2% |
| 1Y | +19.6% | +90.6% | -71.0% | +20.0% |
| All | +19.6% | +91.3% | -71.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling