+12.6%
EBAY vs ZETA
+68.7%
-56.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.8% |
| 7D | -2.1% | +2.7% | -4.7% | -2.5% |
| 30D | -6.7% | +15.8% | -22.5% | -8.7% |
| 3M | -5.0% | +35.4% | -40.4% | -9.6% |
| 6M | +14.6% | +67.1% | -52.5% | +4.8% |
| YTD | +19.8% | +54.1% | -34.2% | +9.5% |
| 1Y | +12.6% | +67.8% | -55.3% | +2.5% |
| All | +12.6% | +68.7% | -56.2% | +2.5% |
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 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