+202.4%
ZETA vs BIL
+19.4%
+183.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -0.4% | -0.3% | -0.2% | -0.2% |
| 30D | -8.0% | 0.0% | -8.0% | -7.7% |
| 3M | +21.4% | +0.3% | +21.1% | +20.3% |
| 6M | +80.1% | +1.2% | +78.9% | +73.7% |
| YTD | +52.5% | +2.5% | +50.0% | +41.3% |
| 1Y | +58.5% | +3.0% | +55.4% | +44.2% |
| 3Y | +281.7% | +13.2% | +268.5% | +188.7% |
| All | +202.4% | +19.4% | +183.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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