+163.4%
BKR vs ZETA
+239.2%
-75.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.1% | -6.7% |
| 7D | -6.7% | -6.5% | -0.2% | -6.1% |
| 30D | -8.3% | +4.8% | -13.2% | -8.9% |
| 3M | -5.4% | +53.3% | -58.7% | -9.5% |
| 6M | +0.8% | +66.8% | -66.0% | -4.8% |
| YTD | +31.8% | +50.2% | -18.3% | +25.1% |
| 1Y | +28.6% | +62.0% | -33.5% | +20.4% |
| 3Y | +71.2% | +276.4% | -205.1% | +40.8% |
| 5Y | +179.2% | +341.6% | -162.4% | +121.5% |
| All | +163.4% | +239.2% | -75.8% | +107.0% |
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 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