-42.2%
INTU vs ZETA
+232.9%
-275.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.3% | -9.1% | -4.9% |
| 7D | +0.1% | -0.4% | +0.6% | +0.1% |
| 30D | +15.4% | -8.0% | +23.5% | +17.2% |
| 3M | +6.6% | +21.4% | -14.8% | +1.7% |
| 6M | -11.3% | +80.1% | -91.4% | -22.7% |
| YTD | -47.7% | +52.5% | -100.2% | -53.1% |
| 1Y | -47.0% | +58.5% | -105.5% | -53.0% |
| 3Y | -29.9% | +281.7% | -311.6% | -58.3% |
| All | -42.2% | +232.9% | -275.2% | -67.8% |
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 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