+35.5%
XLV vs ZETA
+332.4%
-296.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 6M | +9.1% | +65.5% | -56.4% | +6.1% |
| YTD | +7.7% | +48.3% | -40.6% | +5.1% |
| 1Y | +20.4% | +45.4% | -25.0% | +17.3% |
| 3Y | +30.8% | +270.8% | -240.0% | +17.7% |
| All | +35.5% | +332.4% | -296.9% | +19.3% |
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