+191.2%
SHEL vs ZETA
+239.2%
-48.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +3.9% | -6.5% | +10.4% | +4.2% |
| 30D | +7.0% | +4.8% | +2.1% | +6.7% |
| 3M | +12.5% | +53.3% | -40.8% | +10.1% |
| 6M | +14.8% | +66.8% | -52.0% | +11.6% |
| YTD | +34.2% | +50.2% | -16.0% | +30.7% |
| 1Y | +37.0% | +62.0% | -25.0% | +32.4% |
| 3Y | +70.9% | +276.4% | -205.5% | +51.0% |
| 5Y | +192.5% | +341.6% | -149.1% | +145.7% |
| All | +191.2% | +239.2% | -48.0% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling