+56.0%
NFLX vs ZETA
+237.6%
-181.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | -0.3% | +10.5% | -10.8% | -2.3% |
| 3M | -6.6% | +44.3% | -50.9% | -13.3% |
| 6M | -22.7% | +59.4% | -82.1% | -30.2% |
| YTD | -18.9% | +49.5% | -68.4% | -26.7% |
| 1Y | -39.8% | +62.7% | -102.5% | -47.1% |
| 3Y | +71.7% | +274.6% | -202.9% | +6.9% |
| 5Y | +27.2% | +349.3% | -322.1% | -26.5% |
| All | +56.0% | +237.6% | -181.6% | -9.1% |
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