+242.2%
ZETA vs XLRE
+14.0%
+228.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | -0.1% | -0.7% | +0.7% | +0.7% |
| 30D | +10.5% | -2.2% | +12.7% | +12.8% |
| 3M | +44.3% | -2.6% | +46.9% | +47.7% |
| 6M | +59.4% | +2.6% | +56.9% | +54.1% |
| YTD | +49.5% | +9.3% | +40.2% | +35.1% |
| 1Y | +62.7% | +7.2% | +55.4% | +50.1% |
| 3Y | +274.6% | +31.3% | +243.3% | +185.8% |
| 5Y | +349.3% | +8.1% | +341.2% | +338.8% |
| All | +242.2% | +14.0% | +228.2% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling