+138.3%
GOOGL vs ZETA
+352.7%
-214.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.8% | -6.5% | +3.7% | -1.9% |
| 30D | -3.2% | +4.8% | -8.0% | -4.0% |
| 3M | -6.6% | +53.3% | -59.9% | -12.6% |
| 6M | +8.5% | +66.8% | -58.4% | -0.5% |
| YTD | +6.5% | +50.2% | -43.7% | -1.6% |
| 1Y | +39.4% | +62.0% | -22.6% | +26.3% |
| 3Y | +146.2% | +276.4% | -130.2% | +76.7% |
| 5Y | +138.3% | +341.6% | -203.3% | +58.5% |
| All | +138.3% | +352.7% | -214.4% | +58.5% |
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 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