+312.3%
ZETA vs BAH
+10.4%
+301.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +18.1% | +1.7% | +16.4% | +17.5% |
| 30D | +13.6% | +20.8% | -7.2% | +5.6% |
| 3M | +23.7% | +11.6% | +12.2% | +18.3% |
| 6M | +128.5% | +23.1% | +105.4% | +109.9% |
| YTD | +80.1% | +5.3% | +74.8% | +74.7% |
| 1Y | +98.0% | +6.1% | +91.9% | +91.0% |
| 3Y | +348.6% | -27.5% | +376.1% | +383.4% |
| 5Y | +286.6% | +6.2% | +280.4% | +234.9% |
| All | +312.3% | +10.4% | +301.9% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling