+76.7%
EBAY vs ZETA
+235.0%
-158.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +4.2% | -3.7% | +7.9% | +4.6% |
| 30D | +5.6% | +5.7% | -0.1% | +4.8% |
| 3M | -1.4% | +50.4% | -51.8% | -6.2% |
| 6M | +18.2% | +65.5% | -47.2% | +10.6% |
| YTD | +24.8% | +48.3% | -23.5% | +17.7% |
| 1Y | +18.0% | +45.4% | -27.4% | +10.9% |
| 3Y | +160.3% | +270.8% | -110.5% | +103.5% |
| 5Y | +62.1% | +336.1% | -274.0% | +19.7% |
| All | +76.7% | +235.0% | -158.3% | +30.9% |
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 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