+319.2%
ZETA vs XYL
-15.9%
+335.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | +26.5% | -6.0% | +32.5% | +31.5% |
| 30D | +10.3% | -8.3% | +18.6% | +14.5% |
| 3M | +30.5% | -22.6% | +53.1% | +53.4% |
| 6M | +129.4% | -15.0% | +144.4% | +149.4% |
| YTD | +83.1% | -30.2% | +113.3% | +129.0% |
| 1Y | +82.1% | -36.4% | +118.5% | +146.2% |
| 3Y | +352.3% | -0.9% | +353.2% | +334.1% |
| 5Y | +293.1% | -23.4% | +316.5% | +317.9% |
| All | +319.2% | -15.9% | +335.1% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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