+18.8%
BX vs ZETA
+341.5%
-322.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -8.9% | +10.5% | -19.3% | -11.0% |
| 3M | +8.4% | +44.3% | -35.9% | -0.9% |
| 6M | +18.9% | +59.4% | -40.5% | +5.2% |
| YTD | -13.6% | +49.5% | -63.1% | -23.2% |
| 1Y | -22.4% | +62.7% | -85.1% | -33.0% |
| 3Y | +26.0% | +274.6% | -248.6% | -24.0% |
| 5Y | +18.8% | +349.3% | -330.6% | -36.0% |
| All | +18.8% | +341.5% | -322.7% | -36.0% |
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