+149.9%
XLE vs ZETA
+232.9%
-83.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.3% |
| 7D | -12.0% | -0.4% | -11.5% | -12.0% |
| 30D | -2.7% | -8.0% | +5.3% | -2.4% |
| 3M | +6.6% | +21.4% | -14.8% | +5.3% |
| 6M | +9.5% | +80.1% | -70.6% | +5.4% |
| YTD | +40.6% | +52.5% | -11.9% | +35.9% |
| 1Y | +43.6% | +58.5% | -14.9% | +38.3% |
| 3Y | +58.1% | +281.7% | -223.6% | +35.0% |
| All | +149.9% | +232.9% | -83.0% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling