+252.6%
ZETA vs XHB
+46.8%
+205.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.8% |
| 7D | +2.7% | -1.3% | +3.9% | +3.6% |
| 30D | +15.8% | -6.9% | +22.7% | +22.2% |
| 3M | +35.4% | -1.3% | +36.7% | +35.1% |
| 6M | +67.1% | -6.8% | +73.9% | +72.9% |
| YTD | +54.1% | +0.7% | +53.3% | +49.0% |
| 1Y | +67.8% | -11.2% | +79.1% | +80.3% |
| 3Y | +311.4% | +25.3% | +286.1% | +227.0% |
| 5Y | +324.8% | +37.3% | +287.5% | +184.0% |
| All | +252.6% | +46.8% | +205.9% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling