+282.0%
ZETA vs BAX
-63.3%
+345.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.7% |
| 7D | +18.8% | -0.6% | +19.4% | +19.0% |
| 30D | +12.6% | +6.3% | +6.3% | +10.6% |
| 3M | +29.5% | -4.6% | +34.0% | +30.9% |
| 6M | +128.6% | +50.4% | +78.2% | +100.0% |
| YTD | +85.5% | +38.0% | +47.4% | +64.8% |
| 1Y | +90.6% | +44.6% | +46.0% | +66.9% |
| 3Y | +358.0% | -15.1% | +373.1% | +365.5% |
| 5Y | +282.0% | -63.3% | +345.3% | +382.7% |
| All | +282.0% | -63.3% | +345.2% | +382.7% |
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