+111.7%
INTC vs ZETA
+343.0%
-231.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.8% | +9.3% |
| 7D | +17.4% | -2.4% | +19.9% | +17.7% |
| 30D | +2.8% | +15.6% | -12.8% | +0.5% |
| 3M | -5.3% | +41.5% | -46.8% | -10.5% |
| 6M | +140.6% | +63.4% | +77.2% | +119.8% |
| YTD | +183.1% | +51.3% | +131.8% | +159.9% |
| 1Y | +326.8% | +65.8% | +261.0% | +283.2% |
| 3Y | +179.4% | +279.2% | -99.7% | +103.1% |
| 5Y | +111.7% | +341.8% | -230.0% | +45.1% |
| All | +111.7% | +343.0% | -231.3% | +45.1% |
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 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