+1,251.0%
BE vs ZETA
+343.0%
+908.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +10.2% |
| 7D | +29.8% | -2.4% | +32.2% | +30.6% |
| 30D | +26.4% | +15.6% | +10.8% | +19.6% |
| 3M | +9.3% | +41.5% | -32.2% | -4.7% |
| 6M | +105.1% | +63.4% | +41.6% | +65.3% |
| YTD | +219.0% | +51.3% | +167.7% | +160.0% |
| 1Y | +418.8% | +65.8% | +352.9% | +308.6% |
| 3Y | +1,784.6% | +279.2% | +1,505.4% | +781.1% |
| 5Y | +1,251.0% | +341.8% | +909.2% | +409.8% |
| All | +1,251.0% | +343.0% | +908.0% | +409.8% |
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