+30.8%
XLV vs ZETA
+269.4%
-238.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.1% |
| 7D | -3.6% | -3.7% | +0.2% | -3.4% |
| 30D | -1.8% | +5.7% | -7.5% | -2.1% |
| 3M | +7.8% | +50.4% | -42.7% | +5.9% |
| 6M | +9.1% | +65.5% | -56.4% | +6.5% |
| YTD | +7.7% | +48.3% | -40.6% | +5.4% |
| 1Y | +20.4% | +45.4% | -25.0% | +17.6% |
| 3Y | +30.8% | +270.8% | -240.0% | +15.1% |
| All | +30.8% | +269.4% | -238.6% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling