+252.6%
ZETA vs BB
-47.8%
+300.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | -5.6% | +8.3% | +4.9% |
| 30D | +15.8% | -11.8% | +27.6% | +21.1% |
| 3M | +35.4% | -25.5% | +61.0% | +47.1% |
| 6M | +67.1% | +121.3% | -54.2% | +15.5% |
| YTD | +54.1% | +103.2% | -49.1% | +10.8% |
| 1Y | +67.8% | +102.6% | -34.8% | +20.4% |
| 3Y | +311.4% | +37.5% | +273.9% | +221.8% |
| 5Y | +324.8% | -30.4% | +355.2% | +331.4% |
| All | +252.6% | -47.8% | +300.4% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling