+252.6%
ZETA vs BBWI
-58.7%
+311.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.0% |
| 7D | +2.7% | +1.5% | +1.1% | +2.1% |
| 30D | +15.8% | -5.2% | +21.0% | +17.1% |
| 3M | +35.4% | +11.1% | +24.3% | +29.4% |
| 6M | +67.1% | -13.4% | +80.5% | +70.3% |
| YTD | +54.1% | +0.1% | +54.0% | +49.2% |
| 1Y | +67.8% | -36.1% | +104.0% | +86.5% |
| 3Y | +311.4% | -44.1% | +355.5% | +350.9% |
| 5Y | +324.8% | -66.2% | +391.0% | +431.2% |
| All | +252.6% | -58.7% | +311.3% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling