+206.7%
ZETA vs BTSG
+416.6%
-209.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.1% | +2.9% | -3.0% | -1.0% |
| 30D | +10.5% | +0.9% | +9.6% | +9.7% |
| 3M | +44.3% | +1.6% | +42.7% | +40.0% |
| 6M | +59.4% | +46.8% | +12.6% | +30.7% |
| YTD | +49.5% | +65.5% | -16.0% | +16.2% |
| 1Y | +62.7% | +136.2% | -73.6% | +9.6% |
| All | +206.7% | +416.6% | -209.9% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling