+348.6%
ZETA vs BTDR
+41.1%
+307.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.6% | +7.0% | -0.5% |
| 7D | +18.1% | -6.9% | +25.0% | +19.0% |
| 30D | +13.6% | -31.5% | +45.1% | +18.6% |
| 3M | +23.7% | -36.1% | +59.8% | +29.2% |
| 6M | +128.5% | -57.6% | +186.1% | +145.6% |
| YTD | +80.1% | -50.0% | +130.1% | +85.2% |
| 1Y | +98.0% | -49.6% | +147.6% | +102.5% |
| 3Y | +348.6% | +48.5% | +300.1% | +273.2% |
| All | +348.6% | +41.1% | +307.5% | +273.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling