+30.9%
XLB vs ZETA
+217.2%
-186.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.5% |
| 7D | -1.4% | +6.2% | -7.6% | -1.9% |
| 30D | +7.1% | -2.0% | +9.1% | +7.2% |
| 3M | +0.6% | +21.7% | -21.1% | -1.5% |
| 6M | +3.5% | +89.1% | -85.7% | -3.5% |
| YTD | +18.2% | +59.3% | -41.1% | +11.4% |
| 1Y | +25.6% | +66.2% | -40.6% | +17.6% |
| 3Y | +46.7% | +297.3% | -250.6% | +15.8% |
| 5Y | +30.9% | +227.5% | -196.6% | +1.0% |
| All | +30.9% | +217.2% | -186.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling