+417.9%
GE vs ZETA
+318.9%
+99.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.6% | -6.2% | +0.6% |
| 7D | +4.0% | +18.8% | -14.7% | +2.0% |
| 30D | +11.1% | +12.6% | -1.6% | +9.4% |
| 3M | -6.7% | +29.5% | -36.2% | -9.8% |
| 6M | +14.3% | +128.6% | -114.3% | +2.8% |
| YTD | +11.7% | +85.5% | -73.7% | +2.0% |
| 1Y | +10.9% | +90.6% | -79.7% | +0.6% |
| 3Y | +279.0% | +358.0% | -79.0% | +185.8% |
| 5Y | +427.0% | +282.0% | +145.0% | +282.8% |
| All | +417.9% | +318.9% | +99.1% | +285.5% |
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