+77.9%
EBAY vs ZETA
+281.0%
-203.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -0.9% | +18.1% | -19.0% | -2.9% |
| 30D | +3.5% | +13.6% | -10.1% | +1.8% |
| 3M | +16.0% | +23.7% | -7.8% | +12.6% |
| 6M | +7.6% | +128.5% | -120.9% | -3.7% |
| YTD | +40.1% | +80.1% | -40.0% | +28.1% |
| 1Y | +45.0% | +98.0% | -53.0% | +30.9% |
| 3Y | +228.1% | +348.6% | -120.5% | +140.7% |
| All | +77.9% | +281.0% | -203.1% | +19.8% |
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