+242.2%
ZETA vs BTG
+38.2%
+204.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -0.1% | +2.4% | -2.5% | -0.5% |
| 30D | +10.5% | +9.5% | +1.0% | +8.1% |
| 3M | +44.3% | +38.5% | +5.8% | +33.2% |
| 6M | +59.4% | +5.6% | +53.8% | +54.5% |
| YTD | +49.5% | +23.9% | +25.6% | +39.1% |
| 1Y | +62.7% | +32.1% | +30.5% | +47.2% |
| 3Y | +274.6% | +103.2% | +171.4% | +194.7% |
| 5Y | +349.3% | +79.7% | +269.6% | +253.1% |
| All | +242.2% | +38.2% | +204.0% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling