+179.4%
XLE vs ZETA
+247.9%
-68.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +2.0% |
| 30D | +11.8% | +15.8% | -4.0% | +10.8% |
| 3M | +9.8% | +35.4% | -25.6% | +7.7% |
| 6M | +15.6% | +67.1% | -51.5% | +11.5% |
| YTD | +45.3% | +54.1% | -8.8% | +40.4% |
| 1Y | +48.3% | +67.8% | -19.5% | +41.8% |
| 3Y | +55.4% | +311.4% | -256.0% | +32.0% |
| 5Y | +216.1% | +324.8% | -108.7% | +156.3% |
| All | +179.4% | +247.9% | -68.6% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling