+279.2%
ZETA vs XME
+136.1%
+143.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.6% |
| 7D | -2.4% | +3.6% | -6.1% | -5.0% |
| 30D | +15.6% | +3.6% | +11.9% | +12.2% |
| 3M | +41.5% | +1.2% | +40.3% | +39.2% |
| 6M | +63.4% | +9.0% | +54.4% | +49.3% |
| YTD | +51.3% | +15.9% | +35.4% | +30.0% |
| 1Y | +65.8% | +43.2% | +22.6% | +17.3% |
| 3Y | +279.2% | +137.4% | +141.8% | +70.5% |
| All | +279.2% | +136.1% | +143.1% | +70.5% |
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