+19.9%
XBI vs ZETA
+332.4%
-312.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.6% | -3.7% | -0.9% | -4.1% |
| 30D | -2.0% | +5.7% | -7.7% | -3.1% |
| 3M | +17.8% | +50.4% | -32.7% | +9.2% |
| 6M | +23.7% | +65.5% | -41.7% | +11.7% |
| YTD | +28.2% | +48.3% | -20.1% | +17.0% |
| 1Y | +64.0% | +45.4% | +18.6% | +48.6% |
| 3Y | +99.4% | +270.8% | -171.4% | +30.8% |
| All | +19.9% | +332.4% | -312.5% | -27.0% |
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