+341.8%
ZETA vs BN
+35.3%
+306.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | +0.6% |
| 7D | -2.4% | -1.2% | -1.3% | -1.3% |
| 30D | +15.6% | -10.9% | +26.5% | +28.7% |
| 3M | +41.5% | -11.1% | +52.6% | +57.8% |
| 6M | +63.4% | -4.4% | +67.8% | +68.8% |
| YTD | +51.3% | -14.1% | +65.4% | +73.6% |
| 1Y | +65.8% | -11.1% | +76.9% | +86.0% |
| 3Y | +279.2% | +75.6% | +203.6% | +131.0% |
| 5Y | +341.8% | +35.8% | +306.0% | +266.6% |
| All | +341.8% | +35.3% | +306.4% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling