+62.0%
ZETA vs XME
+37.7%
+24.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.3% |
| 7D | -6.5% | -3.0% | -3.4% | -5.1% |
| 30D | +4.8% | -2.6% | +7.4% | +5.8% |
| 3M | +53.3% | +2.2% | +51.2% | +50.6% |
| 6M | +66.8% | +0.7% | +66.1% | +63.9% |
| YTD | +50.2% | +10.9% | +39.3% | +36.9% |
| 1Y | +62.0% | +35.7% | +26.3% | +24.7% |
| All | +62.0% | +37.7% | +24.3% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling