+19.0%
INTC vs ZETA
+318.9%
-299.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.6% | -0.1% | +6.4% |
| 7D | +7.3% | +18.8% | -11.5% | +4.6% |
| 30D | -38.3% | +12.6% | -51.0% | -39.2% |
| 3M | -36.0% | +29.5% | -65.5% | -38.3% |
| 6M | -51.7% | +128.6% | -180.3% | -57.6% |
| YTD | +69.4% | +85.5% | -16.1% | +51.9% |
| 1Y | +65.0% | +90.6% | -25.6% | +47.1% |
| 3Y | +63.0% | +358.0% | -295.0% | +18.2% |
| 5Y | +33.4% | +282.0% | -248.6% | -6.5% |
| All | +19.0% | +318.9% | -299.8% | -18.5% |
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 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