+349.3%
ZETA vs XPO
+262.4%
+86.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.2% |
| 7D | -0.1% | -0.9% | +0.9% | +0.2% |
| 30D | +10.5% | -8.1% | +18.6% | +14.4% |
| 3M | +44.3% | -19.0% | +63.3% | +57.6% |
| 6M | +59.4% | -5.2% | +64.6% | +59.6% |
| YTD | +49.5% | +35.6% | +13.9% | +23.6% |
| 1Y | +62.7% | +41.1% | +21.6% | +31.1% |
| 3Y | +274.6% | +157.9% | +116.7% | +113.8% |
| 5Y | +349.3% | +265.6% | +83.7% | +82.5% |
| All | +349.3% | +262.4% | +86.9% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling