+48.4%
XLP vs ZETA
+289.2%
-240.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.2% | -8.0% | 0.0% |
| 7D | +2.3% | +13.2% | -10.9% | +2.1% |
| 30D | +9.1% | +6.0% | +3.1% | +9.0% |
| 3M | +7.9% | +27.3% | -19.5% | +7.3% |
| 6M | +9.6% | +104.6% | -95.0% | +7.7% |
| YTD | +19.4% | +72.3% | -52.9% | +17.6% |
| 1Y | +22.4% | +76.3% | -53.9% | +20.3% |
| 3Y | +43.2% | +325.6% | -282.4% | +34.9% |
| 5Y | +42.6% | +254.2% | -211.7% | +33.8% |
| All | +48.4% | +289.2% | -240.8% | +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 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