+59.7%
AMZN vs ZETA
+313.7%
-254.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.8% | +26.5% | -23.7% | -1.6% |
| 30D | +3.4% | +10.3% | -6.8% | +1.4% |
| 3M | +0.1% | +30.5% | -30.5% | -5.0% |
| 6M | +0.6% | +129.4% | -128.7% | -14.8% |
| YTD | +15.9% | +83.1% | -67.3% | +1.1% |
| 1Y | +9.5% | +82.1% | -72.6% | -4.6% |
| 3Y | +86.3% | +352.3% | -266.0% | +19.7% |
| 5Y | +51.7% | +293.1% | -241.4% | -7.0% |
| All | +59.7% | +313.7% | -254.0% | -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