+242.2%
ZETA vs XRT
-5.1%
+247.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.5% |
| 7D | -0.1% | -2.4% | +2.3% | +2.5% |
| 30D | +10.5% | -6.9% | +17.4% | +18.8% |
| 3M | +44.3% | -0.4% | +44.7% | +44.5% |
| 6M | +59.4% | +2.2% | +57.2% | +55.0% |
| YTD | +49.5% | -0.7% | +50.2% | +50.8% |
| 1Y | +62.7% | -2.0% | +64.7% | +67.4% |
| 3Y | +274.6% | +41.0% | +233.6% | +171.1% |
| 5Y | +349.3% | -3.3% | +352.6% | +324.0% |
| All | +242.2% | -5.1% | +247.3% | +220.8% |
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