+35.6%
XLY vs ZETA
+239.2%
-203.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | -6.5% | +2.6% | -2.9% |
| 30D | -6.1% | +4.8% | -10.9% | -6.9% |
| 3M | -1.2% | +53.3% | -54.5% | -7.7% |
| 6M | -1.8% | +66.8% | -68.6% | -10.2% |
| YTD | -5.9% | +50.2% | -56.0% | -13.2% |
| 1Y | -3.1% | +62.0% | -65.1% | -12.3% |
| 3Y | +36.0% | +276.4% | -240.4% | -1.2% |
| 5Y | +27.6% | +341.6% | -314.0% | -11.1% |
| All | +35.6% | +239.2% | -203.5% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling