+391.0%
GE vs ZETA
+237.6%
+153.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -1.2% | -0.1% | -1.2% | -1.3% |
| 30D | -11.3% | +10.5% | -21.7% | -12.4% |
| 3M | -1.4% | +44.3% | -45.7% | -5.9% |
| 6M | +1.2% | +59.4% | -58.2% | -5.2% |
| YTD | +5.9% | +49.5% | -43.6% | -0.7% |
| 1Y | +18.4% | +62.7% | -44.3% | +9.0% |
| 3Y | +271.0% | +274.6% | -3.7% | +186.2% |
| 5Y | +417.9% | +349.3% | +68.6% | +282.6% |
| All | +391.0% | +237.6% | +153.4% | +275.3% |
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