+246.3%
ZETA vs BNS
+80.2%
+166.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.9% |
| 7D | -2.4% | +1.8% | -4.2% | -3.9% |
| 30D | +15.6% | +4.5% | +11.1% | +10.7% |
| 3M | +41.5% | +15.8% | +25.7% | +23.4% |
| 6M | +63.4% | +31.5% | +31.9% | +26.8% |
| YTD | +51.3% | +28.6% | +22.7% | +19.1% |
| 1Y | +65.8% | +48.2% | +17.6% | +14.5% |
| 3Y | +279.2% | +130.8% | +148.4% | +75.8% |
| 5Y | +341.8% | +94.9% | +246.9% | +156.3% |
| All | +246.3% | +80.2% | +166.2% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling