+65.9%
BLK vs ZETA
+269.4%
-203.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.8% |
| 7D | -3.3% | -3.7% | +0.4% | -2.9% |
| 30D | -6.5% | +5.7% | -12.2% | -7.2% |
| 3M | +6.7% | +50.4% | -43.7% | +1.5% |
| 6M | +14.7% | +65.5% | -50.7% | +7.2% |
| YTD | +2.5% | +48.3% | -45.8% | -3.5% |
| 1Y | -2.8% | +45.4% | -48.1% | -8.8% |
| 3Y | +65.9% | +270.8% | -204.9% | +25.8% |
| All | +65.9% | +269.4% | -203.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling