+239.5%
ZETA vs BTG
+34.7%
+204.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | -3.8% | 0.0% | -3.0% |
| 30D | +5.7% | +3.6% | +2.1% | +4.7% |
| 3M | +50.4% | +32.0% | +18.4% | +40.3% |
| 6M | +65.5% | +3.4% | +62.1% | +61.1% |
| YTD | +48.3% | +20.8% | +27.5% | +38.7% |
| 1Y | +45.4% | +22.4% | +23.0% | +33.7% |
| 3Y | +270.8% | +91.7% | +179.0% | +195.9% |
| 5Y | +336.1% | +79.0% | +257.1% | +241.6% |
| All | +239.5% | +34.7% | +204.8% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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