+1.0%
XLU vs ZETA
+84.8%
-83.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | +2.6% | -5.0% | +7.6% | +2.5% |
| 30D | +9.1% | -3.3% | +12.5% | +9.0% |
| 3M | -0.4% | +31.0% | -31.4% | +0.6% |
| 6M | -4.7% | +72.2% | -76.8% | -3.0% |
| YTD | +4.3% | +56.2% | -51.9% | +6.1% |
| 1Y | +1.0% | +90.3% | -89.3% | +2.0% |
| All | +1.0% | +84.8% | -83.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling