+91.7%
BKNG vs ZETA
+337.8%
-246.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -10.7% | -6.5% | -4.2% | -9.8% |
| 30D | -18.1% | +4.8% | -22.9% | -18.9% |
| 3M | +8.5% | +53.3% | -44.8% | +1.2% |
| 6M | -0.1% | +66.8% | -66.9% | -8.6% |
| YTD | -18.2% | +50.2% | -68.4% | -24.5% |
| 1Y | -19.9% | +62.0% | -81.9% | -27.4% |
| 3Y | +41.6% | +276.4% | -234.7% | +2.9% |
| All | +91.7% | +337.8% | -246.2% | +30.7% |
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 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