-8.0%
BA vs ZETA
+68.7%
-76.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.2% |
| 7D | +1.2% | +2.7% | -1.5% | +0.9% |
| 30D | -11.6% | +15.8% | -27.4% | -12.8% |
| 3M | -2.4% | +35.4% | -37.8% | -5.1% |
| 6M | -6.6% | +67.1% | -73.7% | -11.1% |
| YTD | -2.2% | +54.1% | -56.3% | -6.8% |
| 1Y | -8.0% | +67.8% | -75.8% | -12.2% |
| All | -8.0% | +68.7% | -76.7% | -12.2% |
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