+100.2%
XBI vs ZETA
+274.1%
-173.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -4.6% | -6.5% | +1.9% | -3.9% |
| 30D | -0.8% | +4.8% | -5.6% | -1.5% |
| 3M | +21.8% | +53.3% | -31.5% | +15.3% |
| 6M | +23.2% | +66.8% | -43.6% | +14.5% |
| YTD | +28.7% | +50.2% | -21.4% | +20.4% |
| 1Y | +67.8% | +62.0% | +5.7% | +54.3% |
| All | +100.2% | +274.1% | -173.9% | +26.9% |
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