+294.9%
ZETA vs JBL
+299.0%
-4.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | +18.1% | +6.3% | +11.8% | +14.7% |
| 30D | +13.6% | -13.5% | +27.1% | +21.7% |
| 3M | +23.7% | -31.3% | +55.1% | +46.3% |
| 6M | +128.5% | -28.4% | +156.9% | +158.4% |
| YTD | +80.1% | +11.6% | +68.5% | +50.6% |
| 1Y | +98.0% | +26.1% | +71.9% | +52.7% |
| 3Y | +348.6% | +97.4% | +251.2% | +142.5% |
| All | +294.9% | +299.0% | -4.1% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling