+270.8%
ZETA vs XLRE
+31.2%
+239.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +53.8% |
| 6M | +65.5% | +4.0% | +61.5% | +56.9% |
| YTD | +48.3% | +9.3% | +39.0% | +32.5% |
| 1Y | +45.4% | +5.6% | +39.8% | +35.0% |
| 3Y | +270.8% | +31.3% | +239.5% | +173.0% |
| All | +270.8% | +31.2% | +239.6% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling