+243.8%
ZETA vs XPO
+260.9%
-17.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | +4.8% | -10.4% | +15.2% | +9.8% |
| 3M | +53.3% | -15.7% | +69.0% | +64.0% |
| 6M | +66.8% | -6.3% | +73.2% | +68.0% |
| YTD | +50.2% | +34.2% | +16.0% | +25.2% |
| 1Y | +62.0% | +39.9% | +22.1% | +31.6% |
| 3Y | +276.4% | +155.2% | +121.1% | +119.0% |
| 5Y | +341.6% | +264.7% | +76.9% | +75.4% |
| All | +243.8% | +260.9% | -17.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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