-26.7%
INTU vs ZETA
+247.9%
-274.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.6% |
| 7D | -7.1% | +2.7% | -9.7% | -7.6% |
| 30D | +1.5% | +15.8% | -14.4% | -1.6% |
| 3M | +10.7% | +35.4% | -24.8% | +3.5% |
| 6M | -23.8% | +67.1% | -91.0% | -31.8% |
| YTD | -49.3% | +54.1% | -103.4% | -54.1% |
| 1Y | -49.7% | +67.8% | -117.5% | -55.5% |
| 3Y | -38.0% | +311.4% | -349.4% | -60.8% |
| 5Y | -38.7% | +324.8% | -363.5% | -62.7% |
| All | -26.7% | +247.9% | -274.6% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling