+130.3%
CSCO vs ZETA
+237.6%
-107.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | 0.0% | -0.1% | 0.0% | -0.1% |
| 30D | -10.7% | +10.5% | -21.2% | -11.5% |
| 3M | -8.7% | +44.3% | -53.0% | -11.6% |
| 6M | +44.9% | +59.4% | -14.5% | +38.8% |
| YTD | +44.1% | +49.5% | -5.4% | +38.1% |
| 1Y | +65.9% | +62.7% | +3.2% | +57.2% |
| 3Y | +109.0% | +274.6% | -165.6% | +78.1% |
| 5Y | +114.8% | +349.3% | -234.6% | +78.4% |
| All | +130.3% | +237.6% | -107.3% | +91.6% |
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