+242.2%
ZETA vs BB
-47.5%
+289.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -0.1% | +1.8% | -1.9% | -0.7% |
| 30D | +10.5% | -12.2% | +22.7% | +15.7% |
| 3M | +44.3% | -12.3% | +56.6% | +47.0% |
| 6M | +59.4% | +122.7% | -63.3% | +10.0% |
| YTD | +49.5% | +104.5% | -55.0% | +7.2% |
| 1Y | +62.7% | +106.7% | -44.0% | +15.8% |
| 3Y | +274.6% | +70.0% | +204.7% | +164.2% |
| 5Y | +349.3% | -27.8% | +377.1% | +350.9% |
| All | +242.2% | -47.5% | +289.6% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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