+96.0%
INTC vs ZETA
+235.0%
-138.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +2.8% |
| 7D | +7.5% | -3.7% | +11.2% | +8.0% |
| 30D | +2.0% | +5.7% | -3.7% | +1.0% |
| 3M | -12.0% | +50.4% | -62.4% | -17.4% |
| 6M | +114.5% | +65.5% | +49.1% | +96.3% |
| YTD | +179.0% | +48.3% | +130.7% | +157.6% |
| 1Y | +318.3% | +45.4% | +272.9% | +284.8% |
| 3Y | +171.2% | +270.8% | -99.5% | +101.9% |
| 5Y | +107.6% | +336.1% | -228.5% | +47.7% |
| All | +96.0% | +235.0% | -138.9% | +38.3% |
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