+33.3%
JCI vs ZETA
+61.8%
-28.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +0.4% | -6.5% | +6.9% | +0.6% |
| 30D | -7.7% | +4.8% | -12.6% | -7.8% |
| 3M | +2.8% | +53.3% | -50.6% | +1.9% |
| 6M | +7.2% | +66.8% | -59.6% | +5.6% |
| YTD | +20.0% | +50.2% | -30.2% | +18.0% |
| 1Y | +33.3% | +62.0% | -28.8% | +26.2% |
| All | +33.3% | +61.8% | -28.5% | +26.2% |
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 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