-14.7%
BA vs ZETA
+361.9%
-376.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.9% | -0.2% |
| 7D | -1.4% | +18.8% | -20.1% | -3.4% |
| 30D | -7.9% | +12.6% | -20.5% | -9.3% |
| 3M | -25.2% | +29.5% | -54.6% | -27.6% |
| 6M | -26.7% | +128.6% | -155.3% | -34.1% |
| YTD | -19.6% | +85.5% | -105.1% | -26.5% |
| 1Y | -10.6% | +90.6% | -101.2% | -18.8% |
| All | -14.7% | +361.9% | -376.6% | -30.1% |
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