+30.8%
BX vs ZETA
+281.1%
-250.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -2.0% | -2.4% | +0.5% | -1.6% |
| 30D | -2.3% | +15.6% | -17.9% | -5.0% |
| 3M | +18.5% | +41.5% | -23.0% | +10.5% |
| 6M | +23.7% | +63.4% | -39.7% | +11.3% |
| YTD | -10.4% | +51.3% | -61.7% | -18.8% |
| 1Y | -19.6% | +65.8% | -85.4% | -28.8% |
| 3Y | +30.8% | +279.2% | -248.4% | -22.0% |
| All | +30.8% | +281.1% | -250.3% | -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 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