-10.1%
BA vs ZETA
+273.0%
-283.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -7.9% | -8.0% | +0.1% | -7.1% |
| 3M | -25.3% | +21.4% | -46.7% | -27.2% |
| 6M | -24.6% | +80.1% | -104.7% | -30.2% |
| YTD | -20.1% | +52.5% | -72.6% | -25.2% |
| 1Y | -11.8% | +58.5% | -70.2% | -18.0% |
| 3Y | -10.1% | +281.7% | -291.8% | -23.1% |
| All | -10.1% | +273.0% | -283.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling