+239.5%
ZETA vs BRKR
-24.9%
+264.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -8.7% | +4.9% | -0.7% |
| 30D | +5.7% | -9.9% | +15.6% | +9.3% |
| 3M | +50.4% | -3.1% | +53.5% | +46.4% |
| 6M | +65.5% | +45.5% | +20.0% | +33.6% |
| YTD | +48.3% | +13.7% | +34.6% | +32.8% |
| 1Y | +45.4% | +67.4% | -22.1% | +9.8% |
| 3Y | +270.8% | -13.2% | +284.0% | +245.9% |
| 5Y | +336.1% | -39.5% | +375.6% | +354.9% |
| All | +239.5% | -24.9% | +264.3% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 all: compounded portfolio wealth divided by compounded BRKR 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…
all analysis · Full analysis span regression · 6 months rolling