+74.2%
BX vs ZETA
+247.9%
-173.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | -4.4% | +2.7% | -7.0% | -5.0% |
| 30D | +0.1% | +15.8% | -15.7% | -3.2% |
| 3M | +16.0% | +35.4% | -19.4% | +7.8% |
| 6M | +21.6% | +67.1% | -45.5% | +6.9% |
| YTD | -8.9% | +54.1% | -63.0% | -19.2% |
| 1Y | -16.6% | +67.8% | -84.4% | -28.2% |
| 3Y | +43.3% | +311.4% | -268.1% | -13.2% |
| 5Y | +25.7% | +324.8% | -299.1% | -28.4% |
| All | +74.2% | +247.9% | -173.8% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling