-30.8%
INTU vs ZETA
+237.6%
-268.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -8.5% | -0.1% | -8.4% | -8.5% |
| 30D | -6.1% | +10.5% | -16.6% | -8.1% |
| 3M | +7.3% | +44.3% | -37.0% | -0.8% |
| 6M | -33.2% | +59.4% | -92.7% | -39.6% |
| YTD | -52.2% | +49.5% | -101.6% | -56.4% |
| 1Y | -52.7% | +62.7% | -115.4% | -57.9% |
| 3Y | -41.6% | +274.6% | -316.2% | -62.2% |
| 5Y | -42.6% | +349.3% | -392.0% | -64.9% |
| All | -30.8% | +237.6% | -268.5% | -57.8% |
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