+24.5%
ABNB vs ZETA
+247.9%
-223.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.8% |
| 7D | -4.0% | +2.7% | -6.6% | -4.6% |
| 30D | +19.3% | +15.8% | +3.5% | +15.0% |
| 3M | +36.1% | +35.4% | +0.6% | +25.6% |
| 6M | +34.2% | +67.1% | -32.9% | +16.7% |
| YTD | +34.1% | +54.1% | -20.0% | +17.9% |
| 1Y | +45.1% | +67.8% | -22.7% | +23.2% |
| 3Y | +37.1% | +311.4% | -274.3% | -22.6% |
| 5Y | +15.2% | +324.8% | -309.6% | -38.8% |
| All | +24.5% | +247.9% | -223.4% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling