-10.6%
BA vs ZETA
+84.8%
-95.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.9% |
| 7D | +5.9% | -5.0% | +10.9% | +6.3% |
| 30D | -8.2% | -3.3% | -4.8% | -7.9% |
| 3M | -25.4% | +31.0% | -56.4% | -27.1% |
| 6M | -20.0% | +72.2% | -92.2% | -23.4% |
| YTD | -18.5% | +56.2% | -74.6% | -22.3% |
| 1Y | -10.6% | +90.3% | -100.9% | -15.4% |
| All | -10.6% | +84.8% | -95.4% | -15.4% |
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