+69.8%
XLI vs ZETA
+272.3%
-202.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.9% | +10.5% | -17.4% | -7.8% |
| 3M | -1.9% | +44.3% | -46.2% | -5.2% |
| 6M | +1.0% | +59.4% | -58.4% | -3.7% |
| YTD | +11.3% | +49.5% | -38.2% | +6.3% |
| 1Y | +15.8% | +62.7% | -46.9% | +9.1% |
| All | +69.8% | +272.3% | -202.6% | +33.0% |
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 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