+239.5%
ZETA vs JBL
+460.5%
-221.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.3% | -3.9% |
| 7D | -3.7% | +2.4% | -6.2% | -5.1% |
| 30D | +5.7% | -13.1% | +18.8% | +13.1% |
| 3M | +50.4% | -15.6% | +66.0% | +61.0% |
| 6M | +65.5% | +24.6% | +40.9% | +36.9% |
| YTD | +48.3% | +39.6% | +8.7% | +12.7% |
| 1Y | +45.4% | +48.6% | -3.2% | +5.5% |
| 3Y | +270.8% | +197.3% | +73.5% | +52.9% |
| 5Y | +336.1% | +413.0% | -76.9% | -3.6% |
| All | +239.5% | +460.5% | -221.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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