-13.6%
BKNG vs ZETA
+84.8%
-98.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +9.4% |
| 7D | +15.6% | -5.0% | +20.6% | +16.6% |
| 30D | +8.0% | -3.3% | +11.3% | +8.5% |
| 3M | -11.8% | +31.0% | -42.8% | -17.0% |
| 6M | +3.8% | +72.2% | -68.4% | -8.5% |
| YTD | -19.6% | +56.2% | -75.8% | -30.0% |
| 1Y | -13.6% | +90.3% | -103.9% | -26.1% |
| All | -13.6% | +84.8% | -98.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling