+62.0%
ZETA vs XYL
-21.7%
+83.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -6.5% | -1.2% | -5.2% | -5.9% |
| 30D | +4.8% | -13.2% | +18.0% | +13.2% |
| 3M | +53.3% | -0.2% | +53.5% | +52.6% |
| 6M | +66.8% | -12.5% | +79.3% | +77.5% |
| YTD | +50.2% | -20.9% | +71.1% | +63.8% |
| 1Y | +62.0% | -21.6% | +83.6% | +83.1% |
| All | +62.0% | -21.7% | +83.7% | +83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling