+252.6%
ZETA vs BLDR
+50.9%
+201.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -5.0% |
| 7D | +2.7% | -2.8% | +5.5% | +3.6% |
| 30D | +15.8% | -13.3% | +29.1% | +21.6% |
| 3M | +35.4% | -12.3% | +47.7% | +39.3% |
| 6M | +67.1% | -31.5% | +98.6% | +87.2% |
| YTD | +54.1% | -36.1% | +90.1% | +76.2% |
| 1Y | +67.8% | -54.1% | +121.9% | +117.6% |
| 3Y | +311.4% | -55.8% | +367.2% | +392.1% |
| 5Y | +324.8% | +20.7% | +304.1% | +229.7% |
| All | +252.6% | +50.9% | +201.7% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling