+252.6%
ZETA vs XPO
+282.2%
-29.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -6.1% |
| 7D | +2.7% | +2.4% | +0.2% | +1.2% |
| 30D | +15.8% | -3.5% | +19.3% | +17.4% |
| 3M | +35.4% | -11.9% | +47.4% | +42.0% |
| 6M | +67.1% | -10.0% | +77.1% | +71.2% |
| YTD | +54.1% | +42.1% | +12.0% | +25.1% |
| 1Y | +67.8% | +47.6% | +20.2% | +33.0% |
| 3Y | +311.4% | +153.6% | +157.8% | +140.4% |
| 5Y | +324.8% | +266.5% | +58.3% | +66.0% |
| All | +252.6% | +282.2% | -29.6% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling