+48.3%
XLE vs ZETA
+68.7%
-20.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | +2.2% | +2.7% | -0.5% | +2.3% |
| 30D | +11.8% | +15.8% | -4.0% | +12.1% |
| 3M | +9.8% | +35.4% | -25.6% | +10.7% |
| 6M | +15.6% | +67.1% | -51.5% | +16.9% |
| YTD | +45.3% | +54.1% | -8.8% | +46.6% |
| 1Y | +48.3% | +67.8% | -19.5% | +50.0% |
| All | +48.3% | +68.7% | -20.4% | +50.0% |
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