+115.0%
JCI vs ZETA
+343.0%
-228.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +1.9% | +41.5% | -39.6% | -2.2% |
| 6M | +11.2% | +63.4% | -52.2% | +4.3% |
| YTD | +22.9% | +51.3% | -28.4% | +15.4% |
| 1Y | +37.4% | +65.8% | -28.4% | +26.8% |
| 3Y | +167.8% | +279.2% | -111.4% | +113.0% |
| 5Y | +115.0% | +341.8% | -226.7% | +64.7% |
| All | +115.0% | +343.0% | -228.0% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling