+28.7%
NFLX vs ZETA
+313.7%
-285.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.6% |
| 7D | -4.4% | +26.5% | -30.8% | -8.4% |
| 30D | -11.0% | +10.3% | -21.3% | -12.8% |
| 3M | -15.5% | +30.5% | -46.1% | -19.9% |
| 6M | -28.5% | +129.4% | -157.8% | -39.5% |
| YTD | -33.1% | +83.1% | -116.3% | -41.9% |
| 1Y | -45.8% | +82.1% | -127.9% | -53.1% |
| 3Y | +40.2% | +352.3% | -312.1% | -15.4% |
| 5Y | -8.2% | +293.1% | -301.3% | -47.2% |
| All | +28.7% | +313.7% | -285.0% | -28.0% |
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 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