+239.5%
ZETA vs XHB
+40.0%
+199.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.4% |
| 7D | -3.7% | -4.6% | +0.9% | -0.3% |
| 30D | +5.7% | -9.1% | +14.8% | +13.4% |
| 3M | +50.4% | -8.6% | +59.0% | +59.2% |
| 6M | +65.5% | -4.0% | +69.5% | +66.8% |
| YTD | +48.3% | -3.9% | +52.2% | +48.5% |
| 1Y | +45.4% | -16.5% | +61.8% | +63.4% |
| 3Y | +270.8% | +22.6% | +248.2% | +199.8% |
| 5Y | +336.1% | +33.9% | +302.2% | +204.4% |
| All | +239.5% | +40.0% | +199.5% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling