+252.6%
ZETA vs BAH
-7.4%
+260.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | +2.7% | -3.2% | +5.9% | +4.0% |
| 30D | +15.8% | +2.0% | +13.8% | +15.1% |
| 3M | +35.4% | -7.6% | +43.1% | +38.9% |
| 6M | +67.1% | -5.7% | +72.8% | +69.7% |
| YTD | +54.1% | -11.7% | +65.8% | +60.3% |
| 1Y | +67.8% | -27.4% | +95.2% | +84.5% |
| 3Y | +311.4% | -32.5% | +344.0% | +359.6% |
| 5Y | +324.8% | -3.3% | +328.1% | +292.8% |
| All | +252.6% | -7.4% | +260.1% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling