+257.5%
ZETA vs JBHT
+43.6%
+213.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | -5.0% | +1.7% | -6.7% | -5.7% |
| 30D | -3.3% | -1.2% | -2.2% | -3.0% |
| 3M | +31.0% | -17.1% | +48.1% | +41.5% |
| 6M | +72.2% | -4.4% | +76.6% | +71.3% |
| YTD | +56.2% | +17.5% | +38.7% | +38.1% |
| 1Y | +90.3% | +32.6% | +57.7% | +57.7% |
| 3Y | +276.1% | +33.0% | +243.1% | +202.2% |
| 5Y | +254.7% | +20.3% | +234.3% | +188.1% |
| All | +257.5% | +43.6% | +213.9% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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