+90.3%
ZETA vs BTDR
-69.9%
+160.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.3% | +3.2% |
| 7D | -5.0% | -17.6% | +12.6% | -3.1% |
| 30D | -3.3% | -40.3% | +36.9% | +1.6% |
| 3M | +31.0% | -42.6% | +73.6% | +37.1% |
| 6M | +72.2% | -46.3% | +118.5% | +77.2% |
| YTD | +56.2% | -41.7% | +97.9% | +53.2% |
| 1Y | +90.3% | -69.4% | +159.7% | +111.9% |
| All | +90.3% | -69.9% | +160.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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