+252.6%
ZETA vs BUD
+9.5%
+243.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +15.8% | -5.7% | +21.5% | +18.6% |
| 3M | +35.4% | +3.1% | +32.3% | +33.0% |
| 6M | +67.1% | +7.9% | +59.2% | +59.4% |
| YTD | +54.1% | +27.3% | +26.7% | +33.4% |
| 1Y | +67.8% | +37.8% | +30.0% | +39.0% |
| 3Y | +311.4% | +49.8% | +261.6% | +215.2% |
| 5Y | +324.8% | +43.8% | +281.0% | +225.7% |
| All | +252.6% | +9.5% | +243.2% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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