+115.1%
XOP vs ZETA
+313.7%
-198.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.8% |
| 7D | +5.2% | +26.5% | -21.3% | +2.9% |
| 30D | -8.4% | +10.3% | -18.6% | -9.3% |
| 3M | +2.9% | +30.5% | -27.6% | +0.2% |
| 6M | +8.8% | +129.4% | -120.5% | -0.4% |
| YTD | +46.9% | +83.1% | -36.2% | +36.3% |
| 1Y | +41.5% | +82.1% | -40.6% | +31.1% |
| 3Y | +43.1% | +352.3% | -309.2% | +9.4% |
| 5Y | +92.2% | +293.1% | -201.0% | +38.1% |
| All | +115.1% | +313.7% | -198.5% | +57.8% |
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