+73.6%
XLF vs ZETA
+272.3%
-198.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.0% | -0.1% | -1.0% | -1.1% |
| 30D | -1.3% | +10.5% | -11.8% | -2.3% |
| 3M | +9.1% | +44.3% | -35.2% | +5.1% |
| 6M | +14.4% | +59.4% | -45.1% | +8.5% |
| YTD | +5.1% | +49.5% | -44.4% | -0.2% |
| 1Y | +8.6% | +62.7% | -54.0% | +2.0% |
| All | +73.6% | +272.3% | -198.7% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling