+242.2%
ZETA vs BBWI
-62.5%
+304.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.8% |
| 7D | -0.1% | -4.4% | +4.4% | +1.3% |
| 30D | +10.5% | -7.4% | +17.8% | +12.5% |
| 3M | +44.3% | -2.2% | +46.5% | +43.5% |
| 6M | +59.4% | -16.3% | +75.7% | +64.0% |
| YTD | +49.5% | -9.1% | +58.6% | +49.1% |
| 1Y | +62.7% | -34.5% | +97.2% | +78.7% |
| 3Y | +274.6% | -47.0% | +321.6% | +316.0% |
| 5Y | +349.3% | -68.8% | +418.2% | +481.6% |
| All | +242.2% | -62.5% | +304.7% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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