+15.6%
XLE vs ZETA
+71.2%
-55.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -1.0% |
| 7D | +2.2% | +2.7% | -0.5% | +2.4% |
| 30D | +11.8% | +15.8% | -4.0% | +12.6% |
| 3M | +9.8% | +35.4% | -25.6% | +11.9% |
| 6M | +15.6% | +67.1% | -51.5% | +17.8% |
| All | +15.6% | +71.2% | -55.6% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling