+34.5%
XLB vs ZETA
+281.1%
-246.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -1.7% | +15.6% | -17.3% | -2.9% |
| 3M | +4.4% | +41.5% | -37.1% | +1.4% |
| 6M | +5.0% | +63.4% | -58.4% | +0.4% |
| YTD | +15.5% | +51.3% | -35.8% | +10.7% |
| 1Y | +14.9% | +65.8% | -50.9% | +8.8% |
| 3Y | +34.5% | +279.2% | -244.7% | +6.9% |
| All | +34.5% | +281.1% | -246.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling