+297.3%
ZETA vs BBWI
-25.2%
+322.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.0% |
| 7D | +6.2% | -6.2% | +12.4% | +7.9% |
| 30D | -2.0% | +25.5% | -27.5% | -7.6% |
| 3M | +21.7% | +8.0% | +13.7% | +18.3% |
| 6M | +89.1% | +12.7% | +76.5% | +79.9% |
| YTD | +59.3% | +11.6% | +47.7% | +50.7% |
| 1Y | +66.2% | -0.9% | +67.1% | +61.1% |
| 3Y | +297.3% | -22.7% | +320.0% | +310.3% |
| All | +297.3% | -25.2% | +322.5% | +310.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling