+80.9%
XLI vs ZETA
+341.5%
-260.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 6M | +1.0% | +59.4% | -58.4% | -4.0% |
| YTD | +11.3% | +49.5% | -38.2% | +5.9% |
| 1Y | +15.8% | +62.7% | -46.9% | +8.7% |
| 3Y | +69.8% | +274.6% | -204.8% | +39.2% |
| 5Y | +80.9% | +349.3% | -268.4% | +42.1% |
| All | +80.9% | +341.5% | -260.6% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling