+239.5%
ZETA vs BNS
+81.4%
+158.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -3.7% | -0.4% | -3.3% | -3.4% |
| 30D | +5.7% | +3.5% | +2.3% | +2.2% |
| 3M | +50.4% | +14.1% | +36.4% | +33.1% |
| 6M | +65.5% | +33.8% | +31.7% | +26.6% |
| YTD | +48.3% | +29.5% | +18.9% | +16.1% |
| 1Y | +45.4% | +48.4% | -3.0% | +0.3% |
| 3Y | +270.8% | +129.6% | +141.2% | +72.8% |
| 5Y | +336.1% | +96.1% | +240.0% | +151.7% |
| All | +239.5% | +81.4% | +158.1% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling