+148.7%
XLK vs ZETA
+332.4%
-183.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.5% |
| 7D | +0.2% | -3.7% | +3.9% | +0.8% |
| 30D | -0.6% | +5.7% | -6.3% | -1.6% |
| 3M | +2.6% | +50.4% | -47.9% | -4.4% |
| 6M | +34.0% | +65.5% | -31.5% | +22.2% |
| YTD | +30.7% | +48.3% | -17.6% | +20.5% |
| 1Y | +39.2% | +45.4% | -6.2% | +27.8% |
| 3Y | +120.4% | +270.8% | -150.3% | +58.3% |
| All | +148.7% | +332.4% | -183.7% | +65.9% |
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