+34.4%
TSLA vs ZETA
+272.3%
-237.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.2% | +10.5% | +0.7% | +8.1% |
| 3M | -7.3% | +44.3% | -51.6% | -16.9% |
| 6M | -7.7% | +59.4% | -67.2% | -21.0% |
| YTD | -18.2% | +49.5% | -67.7% | -29.6% |
| 1Y | +6.0% | +62.7% | -56.7% | -12.2% |
| All | +34.4% | +272.3% | -237.9% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling