+161.5%
ZETA vs BIYA
-99.9%
+261.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.4% | +4.2% | +7.6% |
| 7D | +18.8% | +2.5% | +16.2% | +18.7% |
| 30D | +12.6% | -22.3% | +34.9% | +13.1% |
| 3M | +29.5% | -54.8% | +84.3% | +30.6% |
| 6M | +128.6% | -86.5% | +215.0% | +127.6% |
| YTD | +85.5% | -96.8% | +182.3% | +86.7% |
| 1Y | +90.6% | -98.6% | +189.2% | +97.0% |
| All | +161.5% | -99.9% | +261.4% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling