+252.6%
ZETA vs BAX
-65.3%
+317.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | +2.7% | -1.1% | +3.8% | +2.9% |
| 30D | +15.8% | -5.5% | +21.3% | +17.6% |
| 3M | +35.4% | +33.5% | +1.9% | +23.7% |
| 6M | +67.1% | +35.9% | +31.3% | +51.0% |
| YTD | +54.1% | +35.4% | +18.7% | +38.4% |
| 1Y | +67.8% | +9.8% | +58.1% | +59.3% |
| 3Y | +311.4% | -32.7% | +344.1% | +338.2% |
| 5Y | +324.8% | -65.6% | +390.3% | +421.6% |
| All | +252.6% | -65.3% | +317.9% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling