+62.0%
ZETA vs BIYA
-98.7%
+160.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -6.5% | -1.3% | -5.2% | -6.5% |
| 30D | +4.8% | -15.9% | +20.8% | +5.0% |
| 3M | +53.3% | -81.2% | +134.6% | +51.7% |
| 6M | +66.8% | -88.2% | +155.1% | +65.0% |
| YTD | +50.2% | -94.1% | +144.3% | +47.2% |
| 1Y | +62.0% | -98.7% | +160.7% | +75.7% |
| All | +62.0% | -98.7% | +160.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling