-8.5%
BX vs ZETA
+84.8%
-93.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.7% |
| 7D | +8.3% | -5.0% | +13.3% | +9.3% |
| 30D | +13.5% | -3.3% | +16.9% | +14.2% |
| 3M | -7.6% | +31.0% | -38.6% | -12.7% |
| 6M | +4.0% | +72.2% | -68.1% | -7.7% |
| YTD | -15.2% | +56.2% | -71.3% | -25.3% |
| 1Y | -8.5% | +90.3% | -98.8% | -22.0% |
| All | -8.5% | +84.8% | -93.2% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling