+48.2%
XLC vs ZETA
+247.9%
-199.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | +1.0% | +15.8% | -14.8% | -1.0% |
| 3M | -0.7% | +35.4% | -36.1% | -4.9% |
| 6M | -5.1% | +67.1% | -72.3% | -12.1% |
| YTD | -4.3% | +54.1% | -58.3% | -10.9% |
| 1Y | -0.6% | +67.8% | -68.4% | -9.1% |
| 3Y | +72.7% | +311.4% | -238.7% | +28.0% |
| 5Y | +38.0% | +324.8% | -286.8% | -2.1% |
| All | +48.2% | +247.9% | -199.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling