+33.4%
INTC vs ZETA
+271.1%
-237.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.6% | -0.1% | +6.3% |
| 7D | +7.3% | +18.8% | -11.5% | +4.4% |
| 30D | -38.3% | +12.6% | -51.0% | -39.3% |
| 3M | -36.0% | +29.5% | -65.5% | -38.5% |
| 6M | -51.7% | +128.6% | -180.3% | -58.0% |
| YTD | +69.4% | +85.5% | -16.1% | +50.5% |
| 1Y | +65.0% | +90.6% | -25.6% | +45.7% |
| 3Y | +63.0% | +358.0% | -295.0% | +13.0% |
| 5Y | +33.4% | +282.0% | -248.6% | -10.2% |
| All | +33.4% | +271.1% | -237.7% | -10.2% |
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