+64.3%
TWLO vs ZETA
+84.8%
-20.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.2% |
| 7D | -15.9% | -5.0% | -10.9% | -13.9% |
| 30D | -29.0% | -3.3% | -25.7% | -27.8% |
| 3M | +10.0% | +31.0% | -21.0% | 0.0% |
| 6M | +12.6% | +72.2% | -59.6% | -7.7% |
| YTD | +50.1% | +56.2% | -6.1% | +22.6% |
| 1Y | +64.3% | +90.3% | -26.0% | +29.2% |
| All | +64.3% | +84.8% | -20.5% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling