+243.8%
ZETA vs BNY
+267.7%
-23.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -6.5% | -1.1% | -5.4% | -5.7% |
| 30D | +4.8% | +1.4% | +3.4% | +3.4% |
| 3M | +53.3% | +16.8% | +36.5% | +33.5% |
| 6M | +66.8% | +42.0% | +24.8% | +23.3% |
| YTD | +50.2% | +41.9% | +8.3% | +11.6% |
| 1Y | +62.0% | +59.2% | +2.8% | +10.2% |
| 3Y | +276.4% | +290.9% | -14.6% | +32.3% |
| 5Y | +341.6% | +259.0% | +82.6% | +60.8% |
| All | +243.8% | +267.7% | -23.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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