+107.3%
CSCO vs ZETA
+289.2%
-181.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -1.1% |
| 7D | -4.7% | +13.2% | -17.9% | -5.6% |
| 30D | -17.1% | +6.0% | -23.1% | -17.5% |
| 3M | -19.6% | +27.3% | -47.0% | -21.3% |
| 6M | +2.4% | +104.6% | -102.2% | -3.7% |
| YTD | +29.8% | +72.3% | -42.6% | +22.9% |
| 1Y | +38.7% | +76.3% | -37.6% | +30.9% |
| 3Y | +101.3% | +325.6% | -224.3% | +69.9% |
| 5Y | +94.8% | +254.2% | -159.4% | +60.9% |
| All | +107.3% | +289.2% | -181.9% | +70.5% |
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 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