+341.8%
ZETA vs BAX
-67.0%
+408.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | +15.6% | -9.7% | +25.3% | +18.9% |
| 3M | +41.5% | +29.3% | +12.2% | +30.0% |
| 6M | +63.4% | +40.7% | +22.8% | +45.7% |
| YTD | +51.3% | +30.3% | +21.0% | +36.8% |
| 1Y | +65.8% | +3.4% | +62.4% | +59.9% |
| 3Y | +279.2% | -32.0% | +311.2% | +306.2% |
| 5Y | +341.8% | -66.9% | +408.6% | +491.0% |
| All | +341.8% | -67.0% | +408.8% | +491.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling