+35.6%
XLB vs ZETA
+306.8%
-271.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +0.5% | +18.1% | -17.6% | -0.9% |
| 30D | +5.2% | +13.6% | -8.4% | +3.9% |
| 3M | +0.3% | +23.7% | -23.4% | -1.8% |
| 6M | +1.2% | +128.5% | -127.3% | -6.7% |
| YTD | +16.6% | +80.1% | -63.4% | +9.2% |
| 1Y | +21.4% | +98.0% | -76.6% | +12.5% |
| 3Y | +43.2% | +348.6% | -305.4% | +15.2% |
| 5Y | +28.0% | +286.6% | -258.6% | +0.3% |
| All | +35.6% | +306.8% | -271.1% | +6.0% |
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 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