-22.4%
BA vs ZETA
+276.5%
-298.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -0.6% | +26.5% | -27.0% | -4.1% |
| 30D | -8.0% | +10.3% | -18.3% | -9.6% |
| 3M | -25.8% | +30.5% | -56.3% | -29.1% |
| 6M | -27.6% | +129.4% | -156.9% | -37.1% |
| YTD | -21.0% | +83.1% | -104.1% | -29.7% |
| 1Y | -12.3% | +82.1% | -94.3% | -22.1% |
| 3Y | -12.8% | +352.3% | -365.1% | -40.9% |
| 5Y | -22.4% | +293.1% | -315.5% | -51.3% |
| All | -22.4% | +276.5% | -298.8% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling