+760.7%
AVGO vs ZETA
+237.6%
+523.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.8% | -0.1% | -0.7% | -0.9% |
| 30D | -13.7% | +10.5% | -24.2% | -15.3% |
| 3M | -6.9% | +44.3% | -51.2% | -13.1% |
| 6M | +5.8% | +59.4% | -53.7% | -3.4% |
| YTD | +5.7% | +49.5% | -43.8% | -3.3% |
| 1Y | +9.0% | +62.7% | -53.7% | -2.4% |
| 3Y | +340.5% | +274.6% | +65.9% | +224.1% |
| 5Y | +711.1% | +349.3% | +361.7% | +466.5% |
| All | +760.7% | +237.6% | +523.1% | +512.4% |
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