+95.7%
QQQ vs ZETA
+332.4%
-236.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -0.6% | -3.7% | +3.2% | 0.0% |
| 30D | -1.2% | +5.7% | -6.9% | -2.1% |
| 3M | -0.2% | +50.4% | -50.7% | -6.6% |
| 6M | +17.9% | +65.5% | -47.5% | +7.9% |
| YTD | +16.6% | +48.3% | -31.7% | +7.8% |
| 1Y | +23.0% | +45.4% | -22.4% | +13.1% |
| 3Y | +92.9% | +270.8% | -177.8% | +38.3% |
| All | +95.7% | +332.4% | -236.6% | +30.5% |
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 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