+341.6%
ZETA vs BNS
+92.5%
+249.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -6.5% | -2.2% | -4.3% | -4.7% |
| 30D | +4.8% | +4.5% | +0.4% | +0.3% |
| 3M | +53.3% | +14.9% | +38.4% | +34.4% |
| 6M | +66.8% | +32.5% | +34.3% | +28.0% |
| YTD | +50.2% | +28.6% | +21.6% | +17.7% |
| 1Y | +62.0% | +48.4% | +13.7% | +10.9% |
| 3Y | +276.4% | +130.8% | +145.6% | +71.3% |
| 5Y | +341.6% | +94.8% | +246.8% | +129.1% |
| All | +341.6% | +92.5% | +249.1% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling