+294.5%
ZETA vs XRT
+4.3%
+290.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.5% | +8.6% |
| 7D | +13.2% | +4.1% | +9.1% | +8.5% |
| 30D | +6.0% | +9.9% | -3.9% | -4.5% |
| 3M | +27.3% | +2.3% | +25.1% | +23.2% |
| 6M | +104.6% | +9.6% | +95.0% | +83.2% |
| YTD | +72.3% | +9.1% | +63.2% | +56.3% |
| 1Y | +76.3% | +16.2% | +60.1% | +50.1% |
| 3Y | +325.6% | +60.1% | +265.5% | +168.2% |
| 5Y | +254.2% | -0.5% | +254.7% | +204.1% |
| All | +294.5% | +4.3% | +290.2% | +232.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling