+90.5%
BKNG vs ZETA
+237.6%
-147.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.6% |
| 7D | -13.1% | -0.1% | -13.0% | -13.1% |
| 30D | -18.5% | +10.5% | -29.0% | -19.9% |
| 3M | +5.8% | +44.3% | -38.6% | -0.4% |
| 6M | -2.1% | +59.4% | -61.6% | -9.8% |
| YTD | -18.6% | +49.5% | -68.1% | -24.7% |
| 1Y | -21.7% | +62.7% | -84.3% | -29.0% |
| 3Y | +40.9% | +274.6% | -233.8% | +3.2% |
| 5Y | +91.0% | +349.3% | -258.4% | +30.1% |
| All | +90.5% | +237.6% | -147.1% | +33.5% |
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