-41.7%
INTU vs ZETA
+343.0%
-384.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.8% |
| 7D | -7.5% | -2.4% | -5.1% | -7.1% |
| 30D | -1.9% | +15.6% | -17.5% | -5.0% |
| 3M | +4.9% | +41.5% | -36.6% | -3.0% |
| 6M | -33.2% | +63.4% | -96.6% | -40.2% |
| YTD | -51.4% | +51.3% | -102.7% | -56.0% |
| 1Y | -52.0% | +65.8% | -117.8% | -57.7% |
| 3Y | -40.7% | +279.2% | -319.9% | -62.9% |
| 5Y | -41.7% | +341.8% | -383.5% | -66.3% |
| All | -41.7% | +343.0% | -384.7% | -66.3% |
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