+239.5%
ZETA vs XLRE
+14.1%
+225.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.1% |
| 7D | -3.7% | -1.2% | -2.6% | -2.7% |
| 30D | +5.7% | -2.4% | +8.1% | +8.2% |
| 3M | +50.4% | -2.5% | +52.9% | +53.7% |
| 6M | +65.5% | +4.0% | +61.5% | +57.8% |
| YTD | +48.3% | +9.3% | +39.0% | +34.0% |
| 1Y | +45.4% | +5.6% | +39.8% | +36.1% |
| 3Y | +270.8% | +31.3% | +239.5% | +182.9% |
| 5Y | +336.1% | +9.5% | +326.6% | +327.1% |
| All | +239.5% | +14.1% | +225.4% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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