+44.0%
XLP vs ZETA
+280.5%
-236.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.8% |
| 7D | +0.1% | +6.2% | -6.2% | 0.0% |
| 30D | +8.9% | -2.0% | +11.0% | +8.9% |
| 3M | +7.5% | +21.7% | -14.2% | +7.1% |
| 6M | +9.4% | +89.1% | -79.7% | +8.0% |
| YTD | +19.3% | +59.3% | -40.1% | +17.9% |
| 1Y | +21.7% | +66.2% | -44.4% | +20.2% |
| 3Y | +44.0% | +297.3% | -253.3% | +29.0% |
| All | +44.0% | +280.5% | -236.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling