+190.3%
AAPL vs ZETA
+306.8%
-116.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +4.1% | +18.1% | -14.0% | +2.0% |
| 30D | +4.0% | +13.6% | -9.6% | +2.2% |
| 3M | +16.8% | +23.7% | -6.9% | +13.4% |
| 6M | +19.4% | +128.5% | -109.1% | +6.6% |
| YTD | +31.5% | +80.1% | -48.6% | +19.8% |
| 1Y | +31.0% | +98.0% | -67.0% | +17.7% |
| 3Y | +95.3% | +348.6% | -253.3% | +45.4% |
| 5Y | +143.4% | +286.6% | -143.2% | +75.2% |
| All | +190.3% | +306.8% | -116.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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