+43.0%
XLC vs ZETA
+289.2%
-246.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.8% | -0.6% |
| 7D | +6.2% | +13.2% | -7.0% | +4.5% |
| 30D | -2.4% | +6.0% | -8.4% | -3.2% |
| 3M | -3.3% | +27.3% | -30.7% | -6.5% |
| 6M | -7.3% | +104.6% | -111.9% | -16.1% |
| YTD | -7.6% | +72.3% | -80.0% | -15.4% |
| 1Y | -3.7% | +76.3% | -80.0% | -12.2% |
| 3Y | +62.9% | +325.6% | -262.7% | +20.5% |
| 5Y | +41.6% | +254.2% | -212.6% | +0.7% |
| All | +43.0% | +289.2% | -246.2% | +0.6% |
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