-30.2%
BA vs ZETA
+244.4%
-274.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -7.9% | -8.0% | +0.1% | -6.9% |
| 3M | -25.3% | +21.4% | -46.7% | -27.6% |
| 6M | -24.6% | +80.1% | -104.7% | -31.4% |
| YTD | -20.1% | +52.5% | -72.6% | -26.4% |
| 1Y | -11.8% | +58.5% | -70.2% | -19.4% |
| 3Y | -10.1% | +281.7% | -291.8% | -34.5% |
| 5Y | -22.7% | +237.3% | -260.0% | -46.4% |
| All | -30.2% | +244.4% | -274.6% | -50.0% |
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