+78.8%
TSLA vs ZETA
+239.2%
-160.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -3.4% | -6.5% | +3.1% | -1.6% |
| 30D | +9.2% | +4.8% | +4.4% | +7.8% |
| 3M | -4.7% | +53.3% | -58.1% | -15.9% |
| 6M | -8.9% | +66.8% | -75.7% | -22.8% |
| YTD | -19.2% | +50.2% | -69.3% | -30.3% |
| 1Y | +4.5% | +62.0% | -57.5% | -12.9% |
| 3Y | +46.3% | +276.4% | -230.1% | -12.1% |
| 5Y | +48.1% | +341.6% | -293.5% | -15.5% |
| All | +78.8% | +239.2% | -160.4% | +0.1% |
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