+37.7%
BAC vs ZETA
+259.8%
-222.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.2% | +1.8% |
| 7D | +2.0% | +6.2% | -4.2% | +1.3% |
| 30D | -6.9% | -2.0% | -4.9% | -6.8% |
| 3M | -19.6% | +21.7% | -41.3% | -21.4% |
| 6M | -0.5% | +89.1% | -89.6% | -7.6% |
| YTD | -6.6% | +59.3% | -65.9% | -12.4% |
| 1Y | -3.0% | +66.2% | -69.1% | -9.5% |
| 3Y | +97.3% | +297.3% | -200.0% | +58.3% |
| 5Y | +21.9% | +227.5% | -205.6% | -4.8% |
| All | +37.7% | +259.8% | -222.1% | +6.0% |
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