-30.9%
BA vs ZETA
+306.8%
-337.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -1.1% | +18.1% | -19.2% | -3.5% |
| 30D | -7.1% | +13.6% | -20.7% | -8.9% |
| 3M | -25.5% | +23.7% | -49.3% | -28.0% |
| 6M | -28.7% | +128.5% | -157.2% | -37.4% |
| YTD | -21.0% | +80.1% | -101.1% | -28.9% |
| 1Y | -11.9% | +98.0% | -109.9% | -22.0% |
| 3Y | -16.2% | +348.6% | -364.7% | -40.3% |
| 5Y | -22.4% | +286.6% | -309.0% | -47.3% |
| All | -30.9% | +306.8% | -337.7% | -51.7% |
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