+270.8%
ZETA vs BP
+38.9%
+231.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -3.7% | +5.2% | -9.0% | -3.9% |
| 30D | +5.7% | +8.7% | -3.0% | +5.3% |
| 3M | +50.4% | +9.3% | +41.1% | +49.7% |
| 6M | +65.5% | +13.6% | +51.9% | +63.1% |
| YTD | +48.3% | +37.7% | +10.6% | +41.2% |
| 1Y | +45.4% | +40.6% | +4.7% | +37.6% |
| 3Y | +270.8% | +40.3% | +230.4% | +246.5% |
| All | +270.8% | +38.9% | +231.9% | +246.5% |
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