+80.1%
ZETA vs BAH
+14.6%
+65.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.7% | +6.4% |
| 7D | -0.4% | -3.5% | +3.1% | +0.3% |
| 30D | -8.0% | +24.3% | -32.3% | -15.6% |
| 3M | +21.4% | +16.3% | +5.1% | +15.0% |
| 6M | +80.1% | +13.6% | +66.5% | +81.1% |
| All | +80.1% | +14.6% | +65.5% | +81.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling