+70.8%
BAC vs ZETA
+237.6%
-166.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -1.4% | +10.5% | -11.8% | -2.5% |
| 3M | +15.7% | +44.3% | -28.6% | +11.0% |
| 6M | +32.2% | +59.4% | -27.2% | +24.7% |
| YTD | +15.8% | +49.5% | -33.7% | +9.5% |
| 1Y | +27.3% | +62.7% | -35.4% | +18.6% |
| 3Y | +137.5% | +274.6% | -137.2% | +91.7% |
| 5Y | +73.1% | +349.3% | -276.3% | +32.8% |
| All | +70.8% | +237.6% | -166.9% | +32.4% |
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