+36.9%
XLY vs ZETA
+235.0%
-198.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -1.7% | -3.7% | +2.0% | -1.2% |
| 30D | -4.2% | +5.7% | -9.9% | -5.1% |
| 3M | -2.7% | +50.4% | -53.1% | -8.9% |
| 6M | -0.6% | +65.5% | -66.1% | -9.1% |
| YTD | -5.0% | +48.3% | -53.3% | -12.2% |
| 1Y | -4.1% | +45.4% | -49.5% | -11.8% |
| 3Y | +33.6% | +270.8% | -237.2% | -2.7% |
| 5Y | +28.7% | +336.1% | -307.4% | -10.2% |
| All | +36.9% | +235.0% | -198.1% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling