+52.5%
XLU vs ZETA
+237.6%
-185.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.4% | +10.5% | -10.9% | -0.7% |
| 3M | -1.7% | +44.3% | -46.0% | -2.7% |
| 6M | -7.1% | +59.4% | -66.5% | -8.5% |
| YTD | +1.9% | +49.5% | -47.5% | +0.5% |
| 1Y | +6.1% | +62.7% | -56.6% | +4.1% |
| 3Y | +48.8% | +274.6% | -225.9% | +39.0% |
| 5Y | +43.8% | +349.3% | -305.5% | +35.4% |
| All | +52.5% | +237.6% | -185.1% | +42.1% |
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