+39.5%
XLC vs ZETA
+217.2%
-177.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.9% |
| 7D | +7.1% | +6.2% | +0.9% | +6.2% |
| 30D | -2.7% | -2.0% | -0.7% | -2.6% |
| 3M | -3.2% | +21.7% | -24.9% | -6.0% |
| 6M | -7.7% | +89.1% | -96.8% | -16.2% |
| YTD | -8.0% | +59.3% | -67.3% | -15.4% |
| 1Y | -3.1% | +66.2% | -69.2% | -11.6% |
| 3Y | +64.9% | +297.3% | -232.4% | +17.6% |
| 5Y | +39.5% | +227.5% | -188.0% | -6.8% |
| All | +39.5% | +217.2% | -177.7% | -6.8% |
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 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