+37.8%
XLC vs ZETA
+343.0%
-305.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +0.2% | +15.6% | -15.3% | -1.8% |
| 3M | +0.6% | +41.5% | -40.8% | -4.3% |
| 6M | -4.5% | +63.4% | -67.9% | -11.5% |
| YTD | -4.7% | +51.3% | -56.0% | -11.4% |
| 1Y | -1.7% | +65.8% | -67.5% | -10.3% |
| 3Y | +72.3% | +279.2% | -206.9% | +26.6% |
| 5Y | +37.8% | +341.8% | -304.0% | -5.7% |
| All | +37.8% | +343.0% | -305.3% | -5.7% |
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