+281.7%
ZETA vs BAH
-26.3%
+307.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.7% | +6.9% |
| 7D | -0.4% | -3.5% | +3.1% | +0.7% |
| 30D | -8.0% | +24.3% | -32.3% | -15.8% |
| 3M | +21.4% | +16.3% | +5.1% | +14.0% |
| 6M | +80.1% | +13.6% | +66.5% | +69.9% |
| YTD | +52.5% | +3.5% | +49.0% | +48.8% |
| 1Y | +58.5% | +2.7% | +55.8% | +54.5% |
| 3Y | +281.7% | -26.6% | +308.2% | +316.6% |
| All | +281.7% | -26.3% | +307.9% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling