+109.8%
AAPL vs ZETA
+341.5%
-231.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +2.3% | +10.5% | -8.2% | +0.9% |
| 3M | +8.6% | +44.3% | -35.7% | +3.0% |
| 6M | +21.6% | +59.4% | -37.9% | +13.0% |
| YTD | +16.3% | +49.5% | -33.2% | +8.2% |
| 1Y | +35.1% | +62.7% | -27.6% | +23.2% |
| 3Y | +79.4% | +274.6% | -195.3% | +33.0% |
| 5Y | +109.8% | +349.3% | -239.5% | +46.5% |
| All | +109.8% | +341.5% | -231.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling