+78.6%
XLI vs ZETA
+239.2%
-160.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -2.3% | -6.5% | +4.2% | -1.8% |
| 30D | -8.2% | +4.8% | -13.0% | -8.6% |
| 3M | +0.8% | +53.3% | -52.6% | -3.3% |
| 6M | +0.8% | +66.8% | -66.0% | -4.4% |
| YTD | +10.5% | +50.2% | -39.6% | +5.3% |
| 1Y | +14.1% | +62.0% | -47.9% | +7.4% |
| 3Y | +68.6% | +276.4% | -207.8% | +39.7% |
| 5Y | +80.4% | +341.6% | -261.2% | +44.7% |
| All | +78.6% | +239.2% | -160.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling