+12.3%
XLI vs ZETA
+84.8%
-72.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.2% |
| 7D | +0.6% | -5.0% | +5.6% | +0.8% |
| 30D | -0.4% | -3.3% | +3.0% | -0.3% |
| 3M | -8.8% | +31.0% | -39.8% | -9.9% |
| 6M | -0.4% | +72.2% | -72.5% | -3.0% |
| YTD | +10.1% | +56.2% | -46.1% | +7.0% |
| 1Y | +12.3% | +90.3% | -78.0% | +7.0% |
| All | +12.3% | +84.8% | -72.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling