+341.6%
ZETA vs BTG
+75.0%
+266.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | -6.5% | -5.5% | -1.0% | -5.4% |
| 30D | +4.8% | +6.1% | -1.3% | +3.3% |
| 3M | +53.3% | +38.6% | +14.7% | +41.9% |
| 6M | +66.8% | +0.7% | +66.1% | +63.6% |
| YTD | +50.2% | +20.3% | +29.8% | +41.0% |
| 1Y | +62.0% | +25.0% | +37.0% | +49.0% |
| 3Y | +276.4% | +97.3% | +179.0% | +201.7% |
| 5Y | +341.6% | +78.3% | +263.3% | +276.8% |
| All | +341.6% | +75.0% | +266.6% | +276.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling