+9.1%
XLV vs ZETA
+60.1%
-51.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -4.4% | -6.5% | +2.1% | -4.2% |
| 30D | -1.4% | +4.8% | -6.2% | -1.6% |
| 3M | +8.9% | +53.3% | -44.5% | +7.1% |
| 6M | +9.1% | +66.8% | -57.7% | +6.5% |
| All | +9.1% | +60.1% | -51.0% | +6.5% |
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