+70.5%
BAC vs ZETA
+239.2%
-168.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -0.3% | -6.5% | +6.2% | +0.4% |
| 30D | -1.8% | +4.8% | -6.6% | -2.3% |
| 3M | +15.3% | +53.3% | -38.0% | +9.9% |
| 6M | +30.2% | +66.8% | -36.7% | +22.2% |
| YTD | +15.6% | +50.2% | -34.6% | +9.2% |
| 1Y | +27.5% | +62.0% | -34.6% | +18.8% |
| 3Y | +137.0% | +276.4% | -139.3% | +91.2% |
| 5Y | +75.6% | +341.6% | -266.0% | +34.9% |
| All | +70.5% | +239.2% | -168.7% | +32.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling