-6.8%
AVGO vs ZETA
+84.8%
-91.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | -7.5% | -5.0% | -2.5% | -6.6% |
| 30D | -10.2% | -3.3% | -6.9% | -9.7% |
| 3M | -22.0% | +31.0% | -53.0% | -26.0% |
| 6M | -21.6% | +72.2% | -93.7% | -29.4% |
| YTD | -5.4% | +56.2% | -61.6% | -14.6% |
| 1Y | -6.8% | +90.3% | -97.1% | -19.5% |
| All | -6.8% | +84.8% | -91.6% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling