+404.7%
ZETA vs BTDR
+19.6%
+385.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.6% |
| 7D | -3.7% | -3.4% | -0.3% | -3.4% |
| 30D | +5.7% | +32.6% | -26.9% | +2.3% |
| 3M | +50.4% | -32.2% | +82.7% | +54.4% |
| 6M | +65.5% | +52.4% | +13.1% | +53.1% |
| YTD | +48.3% | +6.7% | +41.6% | +41.6% |
| 1Y | +45.4% | -15.2% | +60.6% | +39.7% |
| 3Y | +270.8% | +14.9% | +255.9% | +221.1% |
| 5Y | +336.1% | +20.8% | +315.3% | +249.0% |
| All | +404.7% | +19.6% | +385.1% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling