+349.3%
ZETA vs XME
+183.2%
+166.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +10.5% | +1.4% | +9.1% | +8.9% |
| 3M | +44.3% | +2.7% | +41.6% | +40.0% |
| 6M | +59.4% | +6.5% | +52.9% | +48.2% |
| YTD | +49.5% | +15.2% | +34.3% | +29.8% |
| 1Y | +62.7% | +43.5% | +19.2% | +17.9% |
| 3Y | +274.6% | +135.9% | +138.8% | +84.5% |
| 5Y | +349.3% | +181.5% | +167.9% | +95.0% |
| All | +349.3% | +183.2% | +166.1% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling