+279.2%
ZETA vs XYL
+18.1%
+261.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -4.1% |
| 7D | -2.4% | +1.8% | -4.2% | -3.8% |
| 30D | +15.6% | -9.2% | +24.8% | +24.6% |
| 3M | +41.5% | -0.3% | +41.8% | +40.4% |
| 6M | +63.4% | -11.0% | +74.4% | +76.6% |
| YTD | +51.3% | -19.2% | +70.5% | +76.1% |
| 1Y | +65.8% | -21.2% | +87.0% | +98.6% |
| 3Y | +279.2% | +18.6% | +260.6% | +204.4% |
| All | +279.2% | +18.1% | +261.1% | +204.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling