+182.5%
XLE vs ZETA
+241.7%
-59.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | +12.6% | +15.6% | -2.9% | +11.7% |
| 3M | +11.8% | +41.5% | -29.7% | +9.4% |
| 6M | +16.1% | +63.4% | -47.4% | +12.1% |
| YTD | +46.9% | +51.3% | -4.4% | +42.1% |
| 1Y | +53.3% | +65.8% | -12.6% | +46.7% |
| 3Y | +54.9% | +279.2% | -224.3% | +32.4% |
| 5Y | +225.7% | +341.8% | -116.1% | +162.6% |
| All | +182.5% | +241.7% | -59.2% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling