+21.4%
XLB vs ZETA
+81.4%
-60.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +0.5% | +18.1% | -17.6% | -0.2% |
| 30D | +5.2% | +13.6% | -8.4% | +4.5% |
| 3M | +0.3% | +23.7% | -23.4% | -0.8% |
| 6M | +1.2% | +128.5% | -127.3% | -3.3% |
| YTD | +16.6% | +80.1% | -63.4% | +13.7% |
| 1Y | +21.4% | +98.0% | -76.6% | +16.8% |
| All | +21.4% | +81.4% | -60.0% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling