+59.2%
AMZN vs ZETA
+306.8%
-247.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +2.8% | +18.1% | -15.3% | -0.3% |
| 30D | +5.0% | +13.6% | -8.6% | +2.4% |
| 3M | +0.6% | +23.7% | -23.2% | -3.6% |
| 6M | -1.3% | +128.5% | -129.8% | -16.4% |
| YTD | +15.5% | +80.1% | -64.6% | +1.1% |
| 1Y | +12.2% | +98.0% | -85.8% | -3.7% |
| 3Y | +87.0% | +348.6% | -261.6% | +20.3% |
| 5Y | +51.3% | +286.6% | -235.3% | -7.0% |
| All | +59.2% | +306.8% | -247.6% | -4.1% |
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