+135.0%
GOOG vs ZETA
+352.7%
-217.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -2.5% | -6.5% | +4.0% | -1.6% |
| 30D | -3.6% | +4.8% | -8.5% | -4.4% |
| 3M | -6.4% | +53.3% | -59.8% | -12.5% |
| 6M | +7.8% | +66.8% | -59.0% | -1.2% |
| YTD | +5.5% | +50.2% | -44.7% | -2.6% |
| 1Y | +38.3% | +62.0% | -23.8% | +25.2% |
| 3Y | +143.1% | +276.4% | -133.3% | +73.9% |
| 5Y | +135.0% | +341.6% | -206.6% | +55.1% |
| All | +135.0% | +352.7% | -217.7% | +55.1% |
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