+339.6%
ZETA vs BTDR
+24.5%
+315.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -0.1% | +14.8% | -14.9% | -1.5% |
| 30D | +10.5% | +41.8% | -31.3% | +6.2% |
| 3M | +44.3% | -29.2% | +73.5% | +47.4% |
| 6M | +59.4% | +66.2% | -6.7% | +46.2% |
| YTD | +49.5% | +10.0% | +39.5% | +42.3% |
| 1Y | +62.7% | -11.0% | +73.6% | +55.7% |
| 3Y | +274.6% | +6.9% | +267.7% | +225.4% |
| All | +339.6% | +24.5% | +315.0% | +253.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling