+180.6%
GOOGL vs ZETA
+247.9%
-67.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 7D | -2.3% | +2.7% | -4.9% | -2.7% |
| 30D | -6.6% | +15.8% | -22.4% | -8.6% |
| 3M | -8.9% | +35.4% | -44.4% | -13.2% |
| 6M | +11.9% | +67.1% | -55.2% | +3.0% |
| YTD | +8.3% | +54.1% | -45.7% | +0.1% |
| 1Y | +46.2% | +67.8% | -21.6% | +32.4% |
| 3Y | +151.9% | +311.4% | -159.6% | +82.4% |
| 5Y | +137.7% | +324.8% | -187.1% | +64.6% |
| All | +180.6% | +247.9% | -67.3% | +96.1% |
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