+43.3%
XLP vs ZETA
+271.1%
-227.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.2% | +0.3% |
| 7D | -0.5% | +18.8% | -19.3% | -0.9% |
| 30D | +8.3% | +12.6% | -4.3% | +8.0% |
| 3M | +8.7% | +29.5% | -20.8% | +8.0% |
| 6M | +11.2% | +128.6% | -117.4% | +8.6% |
| YTD | +20.0% | +85.5% | -65.5% | +17.7% |
| 1Y | +21.3% | +90.6% | -69.3% | +18.8% |
| 3Y | +43.8% | +358.0% | -314.2% | +33.3% |
| 5Y | +43.3% | +282.0% | -238.7% | +33.2% |
| All | +43.3% | +271.1% | -227.8% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling