+160.6%
XOP vs ZETA
+341.5%
-180.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.0% | -0.1% | +1.0% | +0.9% |
| 30D | +10.8% | +10.5% | +0.4% | +9.8% |
| 3M | +19.5% | +44.3% | -24.9% | +15.0% |
| 6M | +21.6% | +59.4% | -37.8% | +15.3% |
| YTD | +55.8% | +49.5% | +6.3% | +47.9% |
| 1Y | +54.6% | +62.7% | -8.0% | +44.5% |
| 3Y | +36.6% | +274.6% | -238.0% | +7.1% |
| 5Y | +160.6% | +349.3% | -188.7% | +89.7% |
| All | +160.6% | +341.5% | -180.9% | +89.7% |
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