+269.5%
ZETA vs BTSG
+493.4%
-224.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +18.1% | +6.0% | +12.1% | +16.0% |
| 30D | +13.6% | +12.4% | +1.2% | +9.1% |
| 3M | +23.7% | +18.2% | +5.5% | +16.3% |
| 6M | +128.5% | +26.0% | +102.5% | +103.3% |
| YTD | +80.1% | +90.1% | -10.0% | +33.2% |
| 1Y | +98.0% | +124.3% | -26.3% | +36.6% |
| All | +269.5% | +493.4% | -224.0% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling