+167.8%
JCI vs ZETA
+281.1%
-113.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +5.1% | -2.4% | +7.6% | +5.3% |
| 30D | -3.8% | +15.6% | -19.4% | -5.3% |
| 3M | +1.9% | +41.5% | -39.6% | -1.9% |
| 6M | +11.2% | +63.4% | -52.2% | +4.6% |
| YTD | +22.9% | +51.3% | -28.4% | +15.8% |
| 1Y | +37.4% | +65.8% | -28.4% | +26.8% |
| 3Y | +167.8% | +279.2% | -111.4% | +108.5% |
| All | +167.8% | +281.1% | -113.2% | +108.5% |
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