+76.7%
NFLX vs ZETA
+288.0%
-211.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.3% | -4.9% |
| 7D | -4.2% | +2.7% | -6.9% | -4.5% |
| 30D | +5.5% | +15.8% | -10.4% | +3.7% |
| 3M | -4.1% | +35.4% | -39.5% | -7.5% |
| 6M | -20.7% | +67.1% | -87.8% | -25.5% |
| YTD | -16.5% | +54.1% | -70.6% | -21.5% |
| 1Y | -37.8% | +67.8% | -105.6% | -42.3% |
| All | +76.7% | +288.0% | -211.3% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling