+46.5%
TSLA vs ZETA
+343.0%
-296.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.5% |
| 7D | +3.4% | -2.4% | +5.8% | +4.1% |
| 30D | +12.0% | +15.6% | -3.5% | +7.5% |
| 3M | -10.0% | +41.5% | -51.5% | -19.0% |
| 6M | -7.2% | +63.4% | -70.6% | -21.3% |
| YTD | -18.1% | +51.3% | -69.4% | -29.9% |
| 1Y | +6.3% | +65.8% | -59.5% | -12.6% |
| 3Y | +48.2% | +279.2% | -231.0% | -13.6% |
| 5Y | +46.5% | +341.8% | -295.2% | -19.2% |
| All | +46.5% | +343.0% | -296.5% | -19.2% |
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