-24.4%
INTU vs ZETA
+306.8%
-331.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +0.1% | +18.1% | -18.1% | -3.3% |
| 30D | +10.1% | +13.6% | -3.5% | +6.9% |
| 3M | -4.2% | +23.7% | -27.9% | -8.7% |
| 6M | -7.2% | +128.5% | -135.7% | -22.0% |
| YTD | -47.7% | +80.1% | -127.8% | -54.2% |
| 1Y | -46.7% | +98.0% | -144.7% | -54.2% |
| 3Y | -34.1% | +348.6% | -382.7% | -58.9% |
| 5Y | -43.3% | +286.6% | -329.9% | -66.2% |
| All | -24.4% | +306.8% | -331.1% | -55.7% |
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