+35.9%
XLB vs ZETA
+313.7%
-277.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.2% |
| 7D | 0.0% | +26.5% | -26.4% | -2.0% |
| 30D | +5.3% | +10.3% | -5.0% | +4.3% |
| 3M | 0.0% | +30.5% | -30.5% | -2.6% |
| 6M | +1.2% | +129.4% | -128.1% | -6.7% |
| YTD | +16.9% | +83.1% | -66.2% | +9.2% |
| 1Y | +20.9% | +82.1% | -61.2% | +12.8% |
| 3Y | +43.3% | +352.3% | -309.0% | +15.2% |
| 5Y | +28.3% | +293.1% | -264.8% | +0.4% |
| All | +35.9% | +313.7% | -277.7% | +6.1% |
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