+275.4%
ZETA vs BG
+20.1%
+255.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -6.5% | +3.7% | -10.2% | -6.7% |
| 30D | +4.8% | +12.3% | -7.5% | +3.8% |
| 3M | +53.3% | -2.2% | +55.5% | +53.9% |
| 6M | +66.8% | +5.3% | +61.5% | +65.8% |
| YTD | +50.2% | +42.4% | +7.8% | +42.6% |
| 1Y | +62.0% | +55.2% | +6.8% | +51.9% |
| All | +275.4% | +20.1% | +255.4% | +242.4% |
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