+98.0%
ZETA vs BIYA
-98.3%
+196.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +18.1% | +9.0% | +9.1% | +18.0% |
| 30D | +13.6% | -12.9% | +26.5% | +13.7% |
| 3M | +23.7% | -54.7% | +78.4% | +24.4% |
| 6M | +128.5% | -85.1% | +213.6% | +126.9% |
| YTD | +80.1% | -96.9% | +177.0% | +73.9% |
| 1Y | +98.0% | -98.5% | +196.5% | +99.8% |
| All | +98.0% | -98.3% | +196.3% | +99.8% |
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