+70.8%
BAC vs ZETA
+247.9%
-177.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | +1.1% | +2.7% | -1.6% | +0.8% |
| 30D | -0.4% | +15.8% | -16.2% | -2.0% |
| 3M | +16.9% | +35.4% | -18.5% | +12.8% |
| 6M | +26.6% | +67.1% | -40.5% | +18.9% |
| YTD | +15.8% | +54.1% | -38.3% | +9.2% |
| 1Y | +27.2% | +67.8% | -40.7% | +18.1% |
| 3Y | +132.4% | +311.4% | -179.0% | +85.8% |
| 5Y | +72.6% | +324.8% | -252.2% | +32.8% |
| All | +70.8% | +247.9% | -177.1% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling