+0.4%
BX vs ZETA
+281.0%
-280.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +0.6% | +18.1% | -17.5% | -3.3% |
| 30D | +14.2% | +13.6% | +0.7% | +10.6% |
| 3M | -18.7% | +23.7% | -42.5% | -23.1% |
| 6M | +2.5% | +128.5% | -126.0% | -17.1% |
| YTD | -18.8% | +80.1% | -98.9% | -31.4% |
| 1Y | -10.3% | +98.0% | -108.3% | -26.1% |
| 3Y | +35.4% | +348.6% | -313.2% | -25.0% |
| All | +0.4% | +281.0% | -280.6% | -50.3% |
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