+50.6%
XLP vs ZETA
+306.8%
-256.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.4% |
| 7D | +2.5% | +18.1% | -15.6% | +2.2% |
| 30D | +7.3% | +13.6% | -6.3% | +7.0% |
| 3M | +8.1% | +23.7% | -15.6% | +7.6% |
| 6M | +10.5% | +128.5% | -118.0% | +8.3% |
| YTD | +21.2% | +80.1% | -58.9% | +19.2% |
| 1Y | +22.7% | +98.0% | -75.3% | +20.4% |
| 3Y | +44.8% | +348.6% | -303.8% | +36.3% |
| 5Y | +44.7% | +286.6% | -241.9% | +35.8% |
| All | +50.6% | +306.8% | -256.2% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling