+45.3%
QCOM vs ZETA
+241.7%
-196.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.5% |
| 7D | +5.1% | -2.4% | +7.5% | +5.4% |
| 30D | +4.3% | +15.6% | -11.3% | +1.7% |
| 3M | -19.6% | +41.5% | -61.1% | -24.5% |
| 6M | +29.5% | +63.4% | -34.0% | +17.8% |
| YTD | +3.4% | +51.3% | -47.9% | -5.3% |
| 1Y | +10.9% | +65.8% | -54.9% | -0.5% |
| 3Y | +74.8% | +279.2% | -204.4% | +25.1% |
| 5Y | +36.2% | +341.8% | -305.6% | -7.1% |
| All | +45.3% | +241.7% | -196.5% | +3.5% |
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 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