+270.8%
ZETA vs LYB
-23.1%
+293.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +5.7% | +2.5% | +3.2% | +4.9% |
| 3M | +50.4% | +1.4% | +49.1% | +49.3% |
| 6M | +65.5% | -3.5% | +68.9% | +61.3% |
| YTD | +48.3% | +52.0% | -3.7% | +17.2% |
| 1Y | +45.4% | +22.1% | +23.3% | +26.9% |
| 3Y | +270.8% | -22.8% | +293.5% | +313.6% |
| All | +270.8% | -23.1% | +293.9% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling