+92.2%
TSLA vs ZETA
+318.9%
-226.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.7% | +0.8% |
| 7D | +1.5% | +18.8% | -17.3% | -3.2% |
| 30D | +3.4% | +12.6% | -9.2% | -0.1% |
| 3M | +17.4% | +29.5% | -12.0% | +9.1% |
| 6M | -12.2% | +128.6% | -140.8% | -31.6% |
| YTD | -13.1% | +85.5% | -98.5% | -29.5% |
| 1Y | -11.1% | +90.6% | -101.7% | -28.8% |
| 3Y | +82.1% | +358.0% | -275.9% | +3.6% |
| 5Y | +10.3% | +282.0% | -271.7% | -40.4% |
| All | +92.2% | +318.9% | -226.7% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling