+279.2%
ZETA vs BLDR
-54.9%
+334.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +15.6% | -16.2% | +31.8% | +21.8% |
| 3M | +41.5% | -14.4% | +55.9% | +45.9% |
| 6M | +63.4% | -32.8% | +96.2% | +81.9% |
| YTD | +51.3% | -39.2% | +90.5% | +73.7% |
| 1Y | +65.8% | -57.7% | +123.5% | +113.9% |
| 3Y | +279.2% | -55.3% | +334.5% | +321.7% |
| All | +279.2% | -54.9% | +334.0% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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