+138.5%
JCI vs ZETA
+247.9%
-109.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.3% |
| 7D | +3.8% | +2.7% | +1.2% | +3.5% |
| 30D | -5.7% | +15.8% | -21.5% | -7.2% |
| 3M | -1.4% | +35.4% | -36.8% | -4.7% |
| 6M | +4.1% | +67.1% | -63.0% | -2.2% |
| YTD | +21.7% | +54.1% | -32.3% | +14.5% |
| 1Y | +36.1% | +67.8% | -31.7% | +26.0% |
| 3Y | +154.4% | +311.4% | -157.0% | +104.2% |
| 5Y | +112.0% | +324.8% | -212.8% | +67.2% |
| All | +138.5% | +247.9% | -109.5% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling