+341.6%
ZETA vs JBL
+390.6%
-49.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.9% |
| 7D | -6.5% | -1.0% | -5.5% | -6.1% |
| 30D | +4.8% | -15.1% | +19.9% | +13.8% |
| 3M | +53.3% | -14.0% | +67.4% | +62.2% |
| 6M | +66.8% | +20.6% | +46.2% | +39.6% |
| YTD | +50.2% | +32.9% | +17.3% | +16.3% |
| 1Y | +62.0% | +40.5% | +21.5% | +20.1% |
| 3Y | +276.4% | +183.7% | +92.6% | +52.9% |
| 5Y | +341.6% | +388.3% | -46.7% | -4.3% |
| All | +341.6% | +390.6% | -49.0% | -4.3% |
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