+752.3%
AVGO vs ZETA
+239.2%
+513.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +1.0% | -6.5% | +7.5% | +2.1% |
| 30D | -13.3% | +4.8% | -18.1% | -14.1% |
| 3M | -2.9% | +53.3% | -56.2% | -10.3% |
| 6M | +5.7% | +66.8% | -61.1% | -4.2% |
| YTD | +4.6% | +50.2% | -45.5% | -4.3% |
| 1Y | -1.6% | +62.0% | -63.7% | -11.9% |
| 3Y | +336.2% | +276.4% | +59.9% | +220.7% |
| 5Y | +695.6% | +341.6% | +354.0% | +455.3% |
| All | +752.3% | +239.2% | +513.1% | +506.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling