+409.4%
GE vs ZETA
+332.4%
+77.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -4.0% | -3.7% | -0.3% | -3.6% |
| 30D | -11.4% | +5.7% | -17.1% | -12.1% |
| 3M | -2.6% | +50.4% | -53.1% | -7.7% |
| 6M | -0.3% | +65.5% | -65.8% | -7.2% |
| YTD | +5.4% | +48.3% | -42.9% | -1.3% |
| 1Y | +15.5% | +45.4% | -29.8% | +7.8% |
| 3Y | +260.8% | +270.8% | -10.0% | +175.7% |
| All | +409.4% | +332.4% | +77.0% | +271.7% |
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