-7.1%
XLU vs ZETA
+67.2%
-74.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.4% | +10.5% | -10.9% | +0.2% |
| 3M | -1.7% | +44.3% | -46.0% | +0.6% |
| 6M | -7.1% | +59.4% | -66.5% | -3.8% |
| All | -7.1% | +67.2% | -74.3% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling