+37.6%
BAC vs ZETA
+313.7%
-276.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.5% | +26.5% | -25.0% | -1.0% |
| 30D | -6.4% | +10.3% | -16.7% | -7.4% |
| 3M | -21.7% | +30.5% | -52.2% | -24.0% |
| 6M | +0.5% | +129.4% | -128.9% | -8.6% |
| YTD | -6.7% | +83.1% | -89.8% | -13.7% |
| 1Y | -4.7% | +82.1% | -86.7% | -12.0% |
| 3Y | +96.1% | +352.3% | -256.2% | +55.2% |
| 5Y | +21.7% | +293.1% | -271.4% | -6.5% |
| All | +37.6% | +313.7% | -276.0% | +4.4% |
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