+48.8%
XLP vs ZETA
+227.1%
-178.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -0.6% |
| 7D | +3.5% | -10.0% | +13.5% | +3.7% |
| 30D | +11.6% | -10.6% | +22.1% | +11.8% |
| 3M | +7.6% | +8.9% | -1.2% | +7.4% |
| 6M | +10.0% | +65.1% | -55.1% | +8.6% |
| YTD | +19.7% | +44.8% | -25.1% | +18.3% |
| 1Y | +23.5% | +47.8% | -24.3% | +21.8% |
| 3Y | +44.0% | +248.8% | -204.8% | +36.2% |
| 5Y | +42.7% | +220.3% | -177.6% | +34.5% |
| All | +48.8% | +227.1% | -178.3% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling