+28.0%
XEL vs ZETA
+235.0%
-206.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.1% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | -3.9% | +5.7% | -9.7% | -4.0% |
| 3M | -2.8% | +50.4% | -53.3% | -3.0% |
| 6M | -5.4% | +65.5% | -70.9% | -5.7% |
| YTD | +3.8% | +48.3% | -44.6% | +3.5% |
| 1Y | +6.8% | +45.4% | -38.5% | +6.6% |
| 3Y | +45.6% | +270.8% | -225.2% | +41.6% |
| 5Y | +30.7% | +336.1% | -305.4% | +29.7% |
| All | +28.0% | +235.0% | -206.9% | +26.5% |
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