+216.0%
ZETA vs BTSG
+406.1%
-190.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.7% |
| 7D | +2.7% | +2.7% | -0.1% | +1.7% |
| 30D | +15.8% | -3.6% | +19.4% | +16.9% |
| 3M | +35.4% | +5.8% | +29.6% | +29.0% |
| 6M | +67.1% | +44.7% | +22.4% | +37.6% |
| YTD | +54.1% | +62.2% | -8.1% | +20.6% |
| 1Y | +67.8% | +152.1% | -84.3% | +9.9% |
| All | +216.0% | +406.1% | -190.1% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling