+252.6%
ZETA vs ZBH
-33.4%
+286.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | +2.7% | -2.8% | +5.5% | +3.7% |
| 30D | +15.8% | -0.1% | +15.9% | +15.8% |
| 3M | +35.4% | +13.4% | +22.0% | +28.9% |
| 6M | +67.1% | +3.0% | +64.1% | +64.3% |
| YTD | +54.1% | +9.7% | +44.4% | +47.9% |
| 1Y | +67.8% | -5.4% | +73.2% | +67.6% |
| 3Y | +311.4% | -15.6% | +327.0% | +322.8% |
| 5Y | +324.8% | -28.1% | +352.9% | +346.0% |
| All | +252.6% | -33.4% | +286.0% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling