+341.6%
ZETA vs ZBH
-31.2%
+372.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -6.5% | -6.6% | +0.1% | -4.2% |
| 30D | +4.8% | -4.9% | +9.8% | +6.7% |
| 3M | +53.3% | +5.1% | +48.2% | +50.0% |
| 6M | +66.8% | +1.3% | +65.5% | +64.9% |
| YTD | +50.2% | +3.4% | +46.8% | +47.3% |
| 1Y | +62.0% | -8.7% | +70.7% | +63.4% |
| 3Y | +276.4% | -21.2% | +297.6% | +298.7% |
| 5Y | +341.6% | -29.2% | +370.8% | +377.6% |
| All | +341.6% | -31.2% | +372.8% | +377.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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