+341.8%
ZETA vs BP
+131.3%
+210.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.3% |
| 7D | -2.4% | +0.9% | -3.4% | -2.7% |
| 30D | +15.6% | +9.1% | +6.4% | +13.3% |
| 3M | +41.5% | +3.9% | +37.6% | +39.6% |
| 6M | +63.4% | +13.6% | +49.8% | +56.3% |
| YTD | +51.3% | +34.0% | +17.3% | +36.8% |
| 1Y | +65.8% | +39.2% | +26.6% | +47.7% |
| 3Y | +279.2% | +36.4% | +242.8% | +235.0% |
| 5Y | +341.8% | +135.8% | +206.0% | +164.2% |
| All | +341.8% | +131.3% | +210.5% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling