+176.9%
XLK vs ZETA
+237.6%
-60.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +0.8% | +10.5% | -9.6% | -0.8% |
| 3M | +4.1% | +44.3% | -40.3% | -2.1% |
| 6M | +34.8% | +59.4% | -24.7% | +24.1% |
| YTD | +30.8% | +49.5% | -18.7% | +20.9% |
| 1Y | +42.4% | +62.7% | -20.3% | +28.9% |
| 3Y | +121.8% | +274.6% | -152.8% | +62.9% |
| 5Y | +146.6% | +349.3% | -202.7% | +72.1% |
| All | +176.9% | +237.6% | -60.7% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling