+145.2%
GOOGL vs ZETA
+306.8%
-161.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +3.9% | +18.1% | -14.3% | +1.4% |
| 30D | -14.9% | +13.6% | -28.5% | -16.5% |
| 3M | -14.6% | +23.7% | -38.3% | -17.2% |
| 6M | -26.4% | +128.5% | -154.9% | -35.1% |
| YTD | -5.3% | +80.1% | -85.4% | -14.5% |
| 1Y | +6.5% | +98.0% | -91.6% | -5.3% |
| 3Y | +126.0% | +348.6% | -222.5% | +62.1% |
| 5Y | +100.8% | +286.6% | -185.8% | +38.1% |
| All | +145.2% | +306.8% | -161.5% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling