+202.4%
ZETA vs XRT
-5.3%
+207.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +7.2% |
| 7D | -0.4% | +0.9% | -1.3% | -1.7% |
| 30D | -8.0% | +7.9% | -16.0% | -16.1% |
| 3M | +21.4% | -0.2% | +21.6% | +20.3% |
| 6M | +80.1% | +5.6% | +74.5% | +66.7% |
| YTD | +52.5% | +5.7% | +46.8% | +42.2% |
| 1Y | +58.5% | +14.6% | +43.9% | +35.5% |
| 3Y | +281.7% | +50.7% | +231.0% | +146.6% |
| All | +202.4% | -5.3% | +207.8% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling