+48.2%
XLP vs ZETA
+259.8%
-211.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.8% |
| 7D | +0.1% | +6.2% | -6.2% | -0.1% |
| 30D | +8.9% | -2.0% | +11.0% | +9.0% |
| 3M | +7.5% | +21.7% | -14.2% | +7.0% |
| 6M | +9.4% | +89.1% | -79.7% | +7.7% |
| YTD | +19.3% | +59.3% | -40.1% | +17.6% |
| 1Y | +21.7% | +66.2% | -44.4% | +19.8% |
| 3Y | +44.0% | +297.3% | -253.3% | +35.9% |
| 5Y | +42.8% | +227.5% | -184.7% | +34.2% |
| All | +48.2% | +259.8% | -211.6% | +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