+252.6%
ZETA vs JBL
+447.3%
-194.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.9% |
| 7D | +2.7% | +3.0% | -0.4% | +1.0% |
| 30D | +15.8% | -8.3% | +24.1% | +20.4% |
| 3M | +35.4% | -16.9% | +52.3% | +46.1% |
| 6M | +67.1% | +21.8% | +45.4% | +39.9% |
| YTD | +54.1% | +36.3% | +17.7% | +18.7% |
| 1Y | +67.8% | +49.5% | +18.3% | +21.0% |
| 3Y | +311.4% | +170.6% | +140.8% | +83.3% |
| 5Y | +324.8% | +408.4% | -83.6% | -4.5% |
| All | +252.6% | +447.3% | -194.6% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling