+168.5%
GOOG vs ZETA
+241.7%
-73.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | -5.1% | +15.6% | -20.6% | -7.1% |
| 3M | -7.1% | +41.5% | -48.6% | -11.9% |
| 6M | +12.7% | +63.4% | -50.8% | +3.9% |
| YTD | +7.1% | +51.3% | -44.2% | -0.9% |
| 1Y | +43.6% | +65.8% | -22.2% | +30.2% |
| 3Y | +146.8% | +279.2% | -132.4% | +80.6% |
| 5Y | +133.7% | +341.8% | -208.1% | +61.3% |
| All | +168.5% | +241.7% | -73.2% | +85.1% |
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 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