+26.6%
BAC vs ZETA
+71.2%
-44.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.2% |
| 7D | +1.1% | +2.7% | -1.6% | +0.9% |
| 30D | -0.4% | +15.8% | -16.2% | -1.6% |
| 3M | +16.9% | +35.4% | -18.5% | +13.9% |
| 6M | +26.6% | +67.1% | -40.5% | +19.2% |
| All | +26.6% | +71.2% | -44.6% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling