+465.4%
BE vs ZETA
+217.2%
+248.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.5% | +7.4% | +10.4% |
| 7D | -1.2% | +6.2% | -7.4% | -2.8% |
| 30D | -30.9% | -2.0% | -28.9% | -30.0% |
| 3M | -11.6% | +21.7% | -33.3% | -17.5% |
| 6M | -25.7% | +89.1% | -114.9% | -42.2% |
| YTD | +123.1% | +59.3% | +63.8% | +79.8% |
| 1Y | +43.4% | +66.2% | -22.8% | +14.4% |
| 3Y | +1,683.6% | +297.3% | +1,386.3% | +734.8% |
| 5Y | +465.4% | +227.5% | +237.9% | +123.8% |
| All | +465.4% | +217.2% | +248.2% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling