-9.4%
BITO vs ZETA
+270.5%
-279.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | +21.8% | +10.5% | +11.3% | +19.3% |
| 3M | +25.0% | +44.3% | -19.3% | +15.4% |
| 6M | +11.3% | +59.4% | -48.1% | -0.4% |
| YTD | -12.7% | +49.5% | -62.2% | -21.4% |
| 1Y | -32.3% | +62.7% | -95.0% | -40.5% |
| 3Y | +150.3% | +274.6% | -124.3% | +66.3% |
| All | -9.4% | +270.5% | -279.9% | -51.7% |
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