+26.7%
NFLX vs ZETA
+343.0%
-316.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | +3.5% | +15.6% | -12.0% | +0.5% |
| 3M | -7.1% | +41.5% | -48.6% | -13.7% |
| 6M | -22.5% | +63.4% | -85.9% | -30.7% |
| YTD | -18.1% | +51.3% | -69.4% | -26.5% |
| 1Y | -38.3% | +65.8% | -104.1% | -46.4% |
| 3Y | +73.4% | +279.2% | -205.8% | +3.5% |
| 5Y | +26.7% | +341.8% | -315.1% | -32.3% |
| All | +26.7% | +343.0% | -316.3% | -32.3% |
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