+186.7%
JCI vs ZETA
+348.6%
-161.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | +3.2% | +18.1% | -14.9% | +1.5% |
| 30D | -8.6% | +13.6% | -22.2% | -9.8% |
| 3M | -7.7% | +23.7% | -31.5% | -9.8% |
| 6M | -2.6% | +128.5% | -131.1% | -11.1% |
| YTD | +17.4% | +80.1% | -62.7% | +8.8% |
| 1Y | +16.9% | +98.0% | -81.1% | +6.8% |
| 3Y | +186.7% | +348.6% | -161.8% | +136.3% |
| All | +186.7% | +348.6% | -161.8% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling