+242.2%
ZETA vs BP
+112.7%
+129.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -0.1% | +4.0% | -4.0% | -1.0% |
| 30D | +10.5% | +7.8% | +2.6% | +8.5% |
| 3M | +44.3% | +8.4% | +35.9% | +40.7% |
| 6M | +59.4% | +15.1% | +44.4% | +51.9% |
| YTD | +49.5% | +36.4% | +13.1% | +34.3% |
| 1Y | +62.7% | +40.9% | +21.8% | +44.2% |
| 3Y | +274.6% | +38.8% | +235.8% | +228.5% |
| 5Y | +349.3% | +141.1% | +208.2% | +202.5% |
| All | +242.2% | +112.7% | +129.4% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling