+98.0%
ZETA vs XRT
+12.7%
+85.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +18.1% | +1.7% | +16.4% | +16.3% |
| 30D | +13.6% | +7.5% | +6.1% | +5.5% |
| 3M | +23.7% | +2.2% | +21.5% | +21.1% |
| 6M | +128.5% | +14.7% | +113.8% | +89.9% |
| YTD | +80.1% | +7.5% | +72.6% | +65.7% |
| 1Y | +98.0% | +14.1% | +83.9% | +66.4% |
| All | +98.0% | +12.7% | +85.3% | +66.4% |
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