+319.2%
ZETA vs BAX
-65.4%
+384.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.6% |
| 7D | +26.5% | +0.4% | +26.1% | +26.4% |
| 30D | +10.3% | +3.4% | +6.9% | +9.2% |
| 3M | +30.5% | -4.5% | +35.0% | +31.9% |
| 6M | +129.4% | +44.0% | +85.3% | +104.0% |
| YTD | +83.1% | +34.9% | +48.3% | +64.4% |
| 1Y | +82.1% | +37.9% | +44.2% | +62.2% |
| 3Y | +352.3% | -17.1% | +369.4% | +362.3% |
| 5Y | +293.1% | -64.3% | +357.4% | +386.6% |
| All | +319.2% | -65.4% | +384.6% | +429.2% |
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