+43.1%
QCOM vs ZETA
+259.8%
-216.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.9% |
| 7D | +5.8% | +6.2% | -0.4% | +4.9% |
| 30D | -2.3% | -2.0% | -0.3% | -1.8% |
| 3M | +2.7% | +21.7% | -19.0% | -0.6% |
| 6M | -21.0% | +89.1% | -110.2% | -29.5% |
| YTD | +1.8% | +59.3% | -57.5% | -7.4% |
| 1Y | +2.4% | +66.2% | -63.7% | -7.7% |
| 3Y | +52.1% | +297.3% | -245.2% | +8.4% |
| 5Y | +14.6% | +227.5% | -212.8% | -21.2% |
| All | +43.1% | +259.8% | -216.7% | +1.2% |
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