+42.4%
XLE vs ZETA
+91.3%
-48.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.6% | -5.7% | +2.1% |
| 7D | -0.2% | +18.8% | -19.0% | +0.3% |
| 30D | -4.0% | +12.6% | -16.6% | -3.6% |
| 3M | +4.6% | +29.5% | -24.8% | +5.7% |
| 6M | +12.3% | +128.6% | -116.3% | +15.8% |
| YTD | +44.5% | +85.5% | -40.9% | +47.6% |
| 1Y | +42.4% | +90.6% | -48.2% | +46.5% |
| All | +42.4% | +91.3% | -48.9% | +46.5% |
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