+239.5%
ZETA vs XYL
-4.3%
+243.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -3.7% | +1.2% | -4.9% | -4.7% |
| 30D | +5.7% | -11.9% | +17.7% | +16.2% |
| 3M | +50.4% | -1.5% | +52.0% | +50.9% |
| 6M | +65.5% | -11.9% | +77.4% | +79.6% |
| YTD | +48.3% | -20.6% | +68.9% | +73.6% |
| 1Y | +45.4% | -23.5% | +68.9% | +76.0% |
| 3Y | +270.8% | +14.9% | +255.9% | +228.5% |
| 5Y | +336.1% | -15.3% | +351.4% | +319.2% |
| All | +239.5% | -4.3% | +243.8% | +213.9% |
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