+264.7%
XOM vs ZETA
+352.7%
-88.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.9% | -6.5% | +8.3% | +2.1% |
| 30D | +4.1% | +4.8% | -0.8% | +3.9% |
| 3M | +10.4% | +53.3% | -42.9% | +8.8% |
| 6M | +13.0% | +66.8% | -53.8% | +10.8% |
| YTD | +40.1% | +50.2% | -10.1% | +37.6% |
| 1Y | +51.1% | +62.0% | -10.9% | +47.6% |
| 3Y | +57.7% | +276.4% | -218.6% | +41.1% |
| 5Y | +264.7% | +341.6% | -76.9% | +214.9% |
| All | +264.7% | +352.7% | -88.0% | +214.9% |
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