+348.6%
ZETA vs BG
+6.5%
+342.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.8% |
| 7D | +18.1% | +2.6% | +15.5% | +17.9% |
| 30D | +13.6% | -6.7% | +20.2% | +14.0% |
| 3M | +23.7% | -9.3% | +33.0% | +24.2% |
| 6M | +128.5% | -18.3% | +146.8% | +131.7% |
| YTD | +80.1% | +16.2% | +63.9% | +72.6% |
| 1Y | +98.0% | +7.6% | +90.4% | +92.0% |
| 3Y | +348.6% | +6.6% | +342.0% | +345.3% |
| All | +348.6% | +6.5% | +342.1% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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