-10.6%
BITO vs ZETA
+267.6%
-278.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -3.4% | -3.7% | +0.3% | -2.7% |
| 30D | +21.4% | +5.7% | +15.7% | +20.0% |
| 3M | +20.5% | +50.4% | -30.0% | +10.4% |
| 6M | +7.4% | +65.5% | -58.1% | -4.6% |
| YTD | -13.9% | +48.3% | -62.2% | -22.3% |
| 1Y | -35.1% | +45.4% | -80.4% | -41.7% |
| 3Y | +156.8% | +270.8% | -113.9% | +71.0% |
| All | -10.6% | +267.6% | -278.2% | -52.2% |
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 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