+90.3%
ZETA vs XRT
+18.0%
+72.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | -2.7% |
| 7D | -5.0% | +8.0% | -13.0% | -12.4% |
| 30D | -3.3% | +13.0% | -16.4% | -15.5% |
| 3M | +31.0% | +1.7% | +29.3% | +29.6% |
| 6M | +72.2% | +12.6% | +59.6% | +47.1% |
| YTD | +56.2% | +10.7% | +45.5% | +37.8% |
| 1Y | +90.3% | +18.4% | +71.9% | +48.7% |
| All | +90.3% | +18.0% | +72.3% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling