+142.1%
GOOG vs ZETA
+274.1%
-131.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -2.5% | -6.5% | +4.0% | -1.8% |
| 30D | -3.6% | +4.8% | -8.5% | -4.2% |
| 3M | -6.4% | +53.3% | -59.8% | -11.3% |
| 6M | +7.8% | +66.8% | -59.0% | +0.5% |
| YTD | +5.5% | +50.2% | -44.7% | -1.1% |
| 1Y | +38.3% | +62.0% | -23.8% | +27.7% |
| All | +142.1% | +274.1% | -131.9% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling