+30.9%
QCOM vs ZETA
+329.5%
-298.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.8% |
| 7D | +3.3% | +2.7% | +0.7% | +2.8% |
| 30D | +7.7% | +15.8% | -8.1% | +4.9% |
| 3M | -30.1% | +35.4% | -65.5% | -33.9% |
| 6M | +22.8% | +67.1% | -44.3% | +10.9% |
| YTD | +0.2% | +54.1% | -53.9% | -8.8% |
| 1Y | +7.9% | +67.8% | -60.0% | -3.8% |
| 3Y | +55.8% | +311.4% | -255.6% | +7.7% |
| All | +30.9% | +329.5% | -298.6% | -14.2% |
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 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