+44.2%
XLU vs ZETA
+332.4%
-288.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -1.5% |
| 30D | -3.3% | +5.7% | -9.0% | -3.5% |
| 3M | -3.2% | +50.4% | -53.6% | -4.3% |
| 6M | -7.0% | +65.5% | -72.4% | -8.6% |
| YTD | +0.6% | +48.3% | -47.7% | -0.9% |
| 1Y | +2.4% | +45.4% | -42.9% | +0.7% |
| 3Y | +46.3% | +270.8% | -224.5% | +35.5% |
| All | +44.2% | +332.4% | -288.2% | +33.3% |
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