+281.7%
ZETA vs BP
+42.8%
+238.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.3% |
| 7D | -0.4% | -11.6% | +11.2% | -0.3% |
| 30D | -8.0% | 0.0% | -8.1% | -8.1% |
| 3M | +21.4% | +6.7% | +14.7% | +21.1% |
| 6M | +80.1% | +2.2% | +77.9% | +80.0% |
| YTD | +52.5% | +33.0% | +19.5% | +45.9% |
| 1Y | +58.5% | +30.7% | +27.8% | +52.0% |
| 3Y | +281.7% | +44.2% | +237.5% | +241.7% |
| All | +281.7% | +42.8% | +238.9% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling