+171.7%
XLE vs ZETA
+259.8%
-88.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.3% |
| 7D | -7.9% | +6.2% | -14.1% | -8.2% |
| 30D | -4.8% | -2.0% | -2.8% | -4.8% |
| 3M | +8.4% | +21.7% | -13.3% | +7.0% |
| 6M | +12.7% | +89.1% | -76.5% | +8.0% |
| YTD | +41.3% | +59.3% | -18.0% | +36.1% |
| 1Y | +42.3% | +66.2% | -23.9% | +36.5% |
| 3Y | +65.1% | +297.3% | -232.2% | +40.8% |
| 5Y | +150.2% | +227.5% | -77.3% | +106.4% |
| All | +171.7% | +259.8% | -88.1% | +132.0% |
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 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