+252.6%
ZETA vs XRT
-1.4%
+254.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -5.1% |
| 7D | +2.7% | +0.8% | +1.8% | +1.7% |
| 30D | +15.8% | -4.2% | +20.0% | +21.0% |
| 3M | +35.4% | +5.1% | +30.3% | +28.0% |
| 6M | +67.1% | +2.4% | +64.7% | +62.2% |
| YTD | +54.1% | +3.2% | +50.9% | +49.3% |
| 1Y | +67.8% | +1.5% | +66.3% | +66.4% |
| 3Y | +311.4% | +40.6% | +270.9% | +197.5% |
| 5Y | +324.8% | -1.0% | +325.8% | +284.7% |
| All | +252.6% | -1.4% | +254.0% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling