+312.3%
ZETA vs BND
-1.5%
+313.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.5% |
| 7D | +18.1% | -1.4% | +19.6% | +19.9% |
| 30D | +13.6% | +0.6% | +13.0% | +12.6% |
| 3M | +23.7% | -1.6% | +25.3% | +25.8% |
| 6M | +128.5% | -1.5% | +130.0% | +132.5% |
| YTD | +80.1% | -1.5% | +81.6% | +83.1% |
| 1Y | +98.0% | -1.1% | +99.1% | +100.7% |
| 3Y | +348.6% | +13.6% | +335.0% | +296.4% |
| 5Y | +286.6% | -1.8% | +288.4% | +192.0% |
| All | +312.3% | -1.5% | +313.7% | +208.9% |
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