+43.4%
XLK vs ZETA
+68.7%
-25.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.3% |
| 7D | +0.9% | +2.7% | -1.8% | +0.4% |
| 30D | +0.7% | +15.8% | -15.1% | -1.4% |
| 3M | -2.9% | +35.4% | -38.4% | -7.1% |
| 6M | +34.3% | +67.1% | -32.9% | +23.4% |
| YTD | +30.4% | +54.1% | -23.7% | +20.1% |
| 1Y | +43.4% | +67.8% | -24.5% | +32.0% |
| All | +43.4% | +68.7% | -25.4% | +32.0% |
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