-3.7%
XLC vs ZETA
+74.8%
-78.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.8% | -0.5% |
| 7D | +6.2% | +13.2% | -7.0% | +4.8% |
| 30D | -2.4% | +6.0% | -8.4% | -3.1% |
| 3M | -3.3% | +27.3% | -30.7% | -5.9% |
| 6M | -7.3% | +104.6% | -111.9% | -14.6% |
| YTD | -7.6% | +72.3% | -80.0% | -14.4% |
| 1Y | -3.7% | +76.3% | -80.0% | -11.0% |
| All | -3.7% | +74.8% | -78.5% | -11.0% |
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 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