+98.0%
ZETA vs BTSG
+112.2%
-14.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +18.1% | +6.0% | +12.1% | +17.0% |
| 30D | +13.6% | +12.4% | +1.2% | +11.7% |
| 3M | +23.7% | +18.2% | +5.5% | +20.3% |
| 6M | +128.5% | +26.0% | +102.5% | +108.6% |
| YTD | +80.1% | +90.1% | -10.0% | +32.9% |
| 1Y | +98.0% | +124.3% | -26.3% | +32.7% |
| All | +98.0% | +112.2% | -14.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling