+252.6%
ZETA vs XYL
-5.5%
+258.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.0% | -2.5% |
| 7D | +2.7% | -5.0% | +7.7% | +6.8% |
| 30D | +15.8% | -13.2% | +29.0% | +29.0% |
| 3M | +35.4% | -3.7% | +39.1% | +38.4% |
| 6M | +67.1% | -17.7% | +84.8% | +91.6% |
| YTD | +54.1% | -21.5% | +75.6% | +82.2% |
| 1Y | +67.8% | -24.5% | +92.3% | +105.6% |
| 3Y | +311.4% | +6.9% | +304.5% | +283.6% |
| 5Y | +324.8% | -18.1% | +342.9% | +312.2% |
| All | +252.6% | -5.5% | +258.1% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling