+117.1%
XOP vs ZETA
+306.8%
-189.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +6.3% | +18.1% | -11.8% | +4.7% |
| 30D | -6.6% | +13.6% | -20.2% | -7.8% |
| 3M | +3.6% | +23.7% | -20.2% | +1.3% |
| 6M | +10.8% | +128.5% | -117.7% | +1.4% |
| YTD | +48.3% | +80.1% | -31.8% | +37.8% |
| 1Y | +42.9% | +98.0% | -55.1% | +31.2% |
| 3Y | +43.3% | +348.6% | -305.3% | +9.6% |
| 5Y | +94.0% | +286.6% | -192.6% | +39.6% |
| All | +117.1% | +306.8% | -189.6% | +59.5% |
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 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