+32.8%
XLB vs ZETA
+237.6%
-204.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.9% | -0.1% | -2.9% | -3.0% |
| 30D | -3.4% | +10.5% | -13.8% | -4.3% |
| 3M | +1.6% | +44.3% | -42.7% | -2.0% |
| 6M | +3.6% | +59.4% | -55.8% | -1.4% |
| YTD | +14.2% | +49.5% | -35.2% | +8.9% |
| 1Y | +15.6% | +62.7% | -47.1% | +8.7% |
| 3Y | +33.1% | +274.6% | -241.5% | +8.8% |
| 5Y | +35.0% | +349.3% | -314.3% | +6.7% |
| All | +32.8% | +237.6% | -204.8% | +5.8% |
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