+239.5%
ZETA vs XME
+151.2%
+88.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.6% |
| 7D | -3.7% | -4.2% | +0.5% | -1.0% |
| 30D | +5.7% | -2.7% | +8.4% | +7.1% |
| 3M | +50.4% | -3.9% | +54.4% | +53.1% |
| 6M | +65.5% | -1.0% | +66.4% | +62.5% |
| YTD | +48.3% | +9.8% | +38.5% | +34.0% |
| 1Y | +45.4% | +32.5% | +12.8% | +13.4% |
| 3Y | +270.8% | +124.3% | +146.4% | +97.7% |
| 5Y | +336.1% | +165.8% | +170.3% | +112.1% |
| All | +239.5% | +151.2% | +88.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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