+324.5%
ZETA vs BWA
+17.0%
+307.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +7.1% |
| 7D | +18.8% | +1.7% | +17.0% | +18.1% |
| 30D | +12.6% | -14.6% | +27.2% | +18.9% |
| 3M | +29.5% | -26.2% | +55.7% | +43.2% |
| 6M | +128.6% | -18.4% | +147.0% | +141.8% |
| YTD | +85.5% | +14.7% | +70.8% | +64.9% |
| 1Y | +90.6% | +13.3% | +77.3% | +70.5% |
| 3Y | +358.0% | +64.7% | +293.3% | +235.0% |
| 5Y | +282.0% | +32.2% | +249.8% | +184.9% |
| All | +324.5% | +17.0% | +307.5% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling