+185.0%
XLE vs ZETA
+306.8%
-121.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.1% |
| 7D | +5.4% | +18.1% | -12.7% | +4.4% |
| 30D | -3.9% | +13.6% | -17.5% | -4.7% |
| 3M | +7.0% | +23.7% | -16.7% | +5.6% |
| 6M | +14.2% | +128.5% | -114.3% | +8.3% |
| YTD | +48.2% | +80.1% | -31.9% | +41.8% |
| 1Y | +47.7% | +98.0% | -50.3% | +40.3% |
| 3Y | +70.0% | +348.6% | -278.6% | +44.0% |
| 5Y | +169.1% | +286.6% | -117.5% | +119.8% |
| All | +185.0% | +306.8% | -121.8% | +141.6% |
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 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