+718.9%
AVGO vs ZETA
+343.0%
+375.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.3% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | -13.8% | +15.6% | -29.4% | -16.1% |
| 3M | -6.9% | +41.5% | -48.4% | -13.0% |
| 6M | +11.9% | +63.4% | -51.5% | +1.4% |
| YTD | +6.9% | +51.3% | -44.4% | -2.8% |
| 1Y | +7.4% | +65.8% | -58.4% | -4.6% |
| 3Y | +345.6% | +279.2% | +66.4% | +220.3% |
| 5Y | +718.9% | +341.8% | +377.1% | +449.9% |
| All | +718.9% | +343.0% | +375.9% | +449.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling