+324.5%
ZETA vs TECH
-30.7%
+355.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | +0.1% | +18.7% | +18.7% |
| 30D | +12.6% | +0.3% | +12.3% | +12.5% |
| 3M | +29.5% | +1.0% | +28.5% | +28.9% |
| 6M | +128.6% | +54.0% | +74.6% | +82.9% |
| YTD | +85.5% | +24.3% | +61.1% | +62.6% |
| 1Y | +90.6% | +23.7% | +66.9% | +67.4% |
| 3Y | +358.0% | +28.5% | +329.6% | +253.3% |
| 5Y | +282.0% | -41.2% | +323.2% | +349.4% |
| All | +324.5% | -30.7% | +355.2% | +423.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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