-30.6%
BA vs ZETA
+259.8%
-290.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.2% |
| 7D | -1.7% | +6.2% | -7.9% | -2.6% |
| 30D | -9.5% | -2.0% | -7.4% | -9.3% |
| 3M | -26.5% | +21.7% | -48.2% | -28.7% |
| 6M | -27.4% | +89.1% | -116.5% | -34.4% |
| YTD | -20.6% | +59.3% | -79.9% | -27.3% |
| 1Y | -11.4% | +66.2% | -77.6% | -19.6% |
| 3Y | -10.8% | +297.3% | -308.1% | -35.4% |
| 5Y | -21.9% | +227.5% | -249.4% | -45.9% |
| All | -30.6% | +259.8% | -290.4% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling