+69.6%
EBAY vs ZETA
+247.9%
-178.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.9% |
| 7D | -2.1% | +2.7% | -4.7% | -2.4% |
| 30D | -6.7% | +15.8% | -22.5% | -8.4% |
| 3M | -5.0% | +35.4% | -40.4% | -8.6% |
| 6M | +14.6% | +67.1% | -52.5% | +7.1% |
| YTD | +19.8% | +54.1% | -34.2% | +12.5% |
| 1Y | +12.6% | +67.8% | -55.3% | +4.1% |
| 3Y | +141.0% | +311.4% | -170.4% | +86.0% |
| 5Y | +47.5% | +324.8% | -277.3% | +8.4% |
| All | +69.6% | +247.9% | -178.4% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling