+243.8%
ZETA vs BAX
-67.5%
+311.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | -6.5% | -5.4% | -1.1% | -5.1% |
| 30D | +4.8% | -12.4% | +17.2% | +8.7% |
| 3M | +53.3% | +19.1% | +34.2% | +44.8% |
| 6M | +66.8% | +38.6% | +28.2% | +49.8% |
| YTD | +50.2% | +26.7% | +23.5% | +37.3% |
| 1Y | +62.0% | +1.0% | +61.0% | +57.4% |
| 3Y | +276.4% | -33.9% | +310.2% | +304.2% |
| 5Y | +341.6% | -67.0% | +408.7% | +454.5% |
| All | +243.8% | -67.5% | +311.2% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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