+341.8%
ZETA vs BBWI
-66.8%
+408.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.7% |
| 7D | -2.4% | +1.6% | -4.0% | -3.0% |
| 30D | +15.6% | -6.2% | +21.8% | +17.3% |
| 3M | +41.5% | +4.3% | +37.2% | +37.7% |
| 6M | +63.4% | -7.2% | +70.6% | +62.5% |
| YTD | +51.3% | -3.0% | +54.3% | +47.6% |
| 1Y | +65.8% | -30.8% | +96.6% | +80.2% |
| 3Y | +279.2% | -43.4% | +322.6% | +313.6% |
| 5Y | +341.8% | -66.7% | +408.5% | +567.3% |
| All | +341.8% | -66.8% | +408.5% | +567.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling