+348.6%
ZETA vs XME
+93.2%
+255.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.6% |
| 7D | +18.1% | +0.3% | +17.8% | +17.7% |
| 30D | +13.6% | -6.1% | +19.7% | +18.3% |
| 3M | +23.7% | -18.6% | +42.4% | +40.5% |
| 6M | +128.5% | -23.9% | +152.4% | +170.2% |
| YTD | +80.1% | -9.3% | +89.4% | +81.5% |
| 1Y | +98.0% | +1.8% | +96.2% | +80.6% |
| 3Y | +348.6% | +93.0% | +255.6% | +135.8% |
| All | +348.6% | +93.2% | +255.4% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling