+10.9%
QCOM vs ZETA
+62.1%
-51.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.1% |
| 3M | -19.6% | +41.5% | -61.1% | -25.3% |
| 6M | +29.5% | +63.4% | -34.0% | +14.5% |
| YTD | +3.4% | +51.3% | -47.9% | -7.6% |
| 1Y | +10.9% | +65.8% | -54.9% | -1.9% |
| All | +10.9% | +62.1% | -51.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling