+171.6%
BKR vs ZETA
+332.4%
-160.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | -7.0% | -3.7% | -3.3% | -6.7% |
| 30D | -8.1% | +5.7% | -13.8% | -8.7% |
| 3M | -6.6% | +50.4% | -57.1% | -10.5% |
| 6M | +0.9% | +65.5% | -64.6% | -4.7% |
| YTD | +31.1% | +48.3% | -17.2% | +24.6% |
| 1Y | +27.7% | +45.4% | -17.7% | +21.0% |
| 3Y | +71.2% | +270.8% | -199.5% | +41.1% |
| All | +171.6% | +332.4% | -160.8% | +118.0% |
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