+106.3%
QQQ vs ZETA
+306.8%
-200.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +3.6% | +18.1% | -14.5% | +1.1% |
| 30D | -6.7% | +13.6% | -20.3% | -8.5% |
| 3M | -7.0% | +23.7% | -30.8% | -10.0% |
| 6M | -4.7% | +128.5% | -133.2% | -16.2% |
| YTD | +11.1% | +80.1% | -69.0% | 0.0% |
| 1Y | +12.3% | +98.0% | -85.7% | -0.4% |
| 3Y | +83.3% | +348.6% | -265.3% | +31.0% |
| 5Y | +77.5% | +286.6% | -209.1% | +21.6% |
| All | +106.3% | +306.8% | -200.5% | +40.3% |
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 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