+67.8%
ZETA vs BP
+34.1%
+33.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.9% |
| 7D | +2.7% | +3.9% | -1.3% | +3.6% |
| 30D | +15.8% | +7.6% | +8.2% | +18.0% |
| 3M | +35.4% | +0.7% | +34.7% | +36.7% |
| 6M | +67.1% | +15.5% | +51.6% | +72.4% |
| YTD | +54.1% | +30.8% | +23.2% | +61.2% |
| 1Y | +67.8% | +34.3% | +33.5% | +77.2% |
| All | +67.8% | +34.1% | +33.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling