-47.7%
INTU vs ZETA
+85.8%
-133.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.1% | +26.5% | -30.6% | -12.2% |
| 30D | +12.8% | +10.3% | +2.6% | +8.2% |
| 3M | +2.1% | +30.5% | -28.4% | -8.5% |
| 6M | -11.5% | +129.4% | -140.8% | -37.6% |
| YTD | -47.9% | +83.1% | -131.1% | -60.1% |
| 1Y | -47.7% | +82.1% | -129.7% | -60.0% |
| All | -47.7% | +85.8% | -133.5% | -60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling