+98.0%
ZETA vs BP
+31.6%
+66.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.4% |
| 7D | +18.1% | +3.8% | +14.3% | +19.3% |
| 30D | +13.6% | -5.3% | +18.9% | +11.9% |
| 3M | +23.7% | +9.3% | +14.5% | +28.1% |
| 6M | +128.5% | +7.2% | +121.3% | +135.7% |
| YTD | +80.1% | +38.0% | +42.1% | +110.4% |
| 1Y | +98.0% | +33.2% | +64.8% | +133.8% |
| All | +98.0% | +31.6% | +66.4% | +133.8% |
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 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