+400.0%
GE vs ZETA
+313.7%
+86.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.3% |
| 7D | +5.1% | +26.5% | -21.3% | +2.3% |
| 30D | +7.6% | +10.3% | -2.7% | +6.2% |
| 3M | -9.3% | +30.5% | -39.8% | -12.3% |
| 6M | +11.5% | +129.4% | -117.8% | +0.3% |
| YTD | +7.9% | +83.1% | -75.3% | -1.4% |
| 1Y | +7.6% | +82.1% | -74.4% | -1.8% |
| 3Y | +265.9% | +352.3% | -86.5% | +176.3% |
| 5Y | +405.9% | +293.1% | +112.8% | +267.7% |
| All | +400.0% | +313.7% | +86.3% | +272.6% |
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