+972.0%
BE vs ZETA
+237.6%
+734.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | +23.9% | -0.1% | +24.0% | +23.8% |
| 30D | +27.8% | +10.5% | +17.4% | +23.0% |
| 3M | +3.7% | +44.3% | -40.6% | -10.1% |
| 6M | +78.0% | +59.4% | +18.5% | +45.0% |
| YTD | +209.9% | +49.5% | +160.4% | +154.2% |
| 1Y | +389.6% | +62.7% | +326.9% | +289.3% |
| 3Y | +1,730.6% | +274.6% | +1,456.0% | +778.1% |
| 5Y | +1,227.8% | +349.3% | +878.5% | +424.9% |
| All | +972.0% | +237.6% | +734.3% | +332.2% |
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 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