+70.4%
XLF vs ZETA
+247.9%
-177.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.4% |
| 7D | 0.0% | +2.7% | -2.7% | -0.3% |
| 30D | +0.2% | +15.8% | -15.6% | -1.4% |
| 3M | +11.7% | +35.4% | -23.7% | +8.0% |
| 6M | +13.8% | +67.1% | -53.3% | +7.3% |
| YTD | +7.0% | +54.1% | -47.1% | +1.2% |
| 1Y | +9.1% | +67.8% | -58.7% | +1.9% |
| 3Y | +75.6% | +311.4% | -235.8% | +42.0% |
| 5Y | +66.4% | +324.8% | -258.4% | +29.7% |
| All | +70.4% | +247.9% | -177.5% | +34.1% |
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