+2.8%
AVGO vs ZETA
+81.4%
-78.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.4% |
| 7D | +18.2% | +18.1% | 0.0% | +14.2% |
| 30D | +0.2% | +13.6% | -13.4% | -2.3% |
| 3M | -16.8% | +23.7% | -40.5% | -20.2% |
| 6M | -16.5% | +128.5% | -144.9% | -28.7% |
| YTD | +0.8% | +80.1% | -79.3% | -11.5% |
| 1Y | +2.8% | +98.0% | -95.2% | -14.1% |
| All | +2.8% | +81.4% | -78.6% | -14.1% |
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 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