+243.8%
ZETA vs LYB
-19.1%
+262.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.2% |
| 30D | +4.8% | +1.5% | +3.3% | +4.0% |
| 3M | +53.3% | -0.3% | +53.6% | +52.3% |
| 6M | +66.8% | +0.1% | +66.8% | +59.4% |
| YTD | +50.2% | +53.4% | -3.3% | +15.0% |
| 1Y | +62.0% | +25.6% | +36.4% | +36.4% |
| 3Y | +276.4% | -21.3% | +297.6% | +306.4% |
| 5Y | +341.6% | -2.4% | +344.1% | +330.5% |
| All | +243.8% | -19.1% | +262.8% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling