+3.6%
XLY vs ZETA
+84.8%
-81.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.6% | +4.0% |
| 7D | +6.1% | -5.0% | +11.1% | +6.7% |
| 30D | +10.8% | -3.3% | +14.1% | +11.1% |
| 3M | +3.6% | +31.0% | -27.4% | 0.0% |
| 6M | +4.4% | +72.2% | -67.8% | -3.6% |
| YTD | +3.1% | +56.2% | -53.1% | -4.7% |
| 1Y | +3.6% | +90.3% | -86.7% | -7.2% |
| All | +3.6% | +84.8% | -81.2% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling