+252.6%
ZETA vs BND
-0.2%
+252.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | +15.8% | -0.4% | +16.2% | +16.3% |
| 3M | +35.4% | -0.6% | +36.1% | +36.6% |
| 6M | +67.1% | -1.4% | +68.6% | +70.2% |
| YTD | +54.1% | -0.2% | +54.3% | +54.7% |
| 1Y | +67.8% | +1.3% | +66.5% | +66.0% |
| 3Y | +311.4% | +13.2% | +298.3% | +263.9% |
| 5Y | +324.8% | -1.6% | +326.4% | +207.6% |
| All | +252.6% | -0.2% | +252.9% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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