+41.9%
XLP vs ZETA
+273.0%
-231.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.4% |
| 7D | +0.7% | -0.4% | +1.2% | +0.7% |
| 30D | +10.3% | -8.0% | +18.3% | +10.4% |
| 3M | +6.5% | +21.4% | -14.9% | +6.1% |
| 6M | +8.4% | +80.1% | -71.7% | +7.0% |
| YTD | +18.2% | +52.5% | -34.3% | +16.9% |
| 1Y | +22.4% | +58.5% | -36.1% | +20.9% |
| 3Y | +41.9% | +281.7% | -239.8% | +27.0% |
| All | +41.9% | +273.0% | -231.1% | +27.0% |
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