+248.5%
ALAB vs ZETA
+223.8%
+24.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | -2.5% |
| 7D | -7.5% | +13.2% | -20.7% | -10.2% |
| 30D | -36.8% | +6.0% | -42.8% | -37.5% |
| 3M | -31.9% | +27.3% | -59.2% | -36.1% |
| 6M | +8.2% | +104.6% | -96.4% | -14.4% |
| YTD | +29.9% | +72.3% | -42.4% | +6.1% |
| 1Y | +24.4% | +76.3% | -51.9% | +0.8% |
| All | +248.5% | +223.8% | +24.7% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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