+53.3%
XLE vs ZETA
+62.1%
-8.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.1% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | +12.6% | +15.6% | -2.9% | +13.0% |
| 3M | +11.8% | +41.5% | -29.7% | +12.7% |
| 6M | +16.1% | +63.4% | -47.4% | +17.3% |
| YTD | +46.9% | +51.3% | -4.4% | +48.1% |
| 1Y | +53.3% | +65.8% | -12.6% | +55.0% |
| All | +53.3% | +62.1% | -8.9% | +55.0% |
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