+384.5%
ALAB vs ZETA
+180.9%
+203.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | +9.6% | -0.1% | +9.7% | +9.5% |
| 30D | -5.3% | +10.5% | -15.7% | -8.0% |
| 3M | -12.0% | +44.3% | -56.4% | -21.9% |
| 6M | +145.7% | +59.4% | +86.3% | +106.6% |
| YTD | +80.7% | +49.5% | +31.2% | +52.7% |
| 1Y | +40.1% | +62.7% | -22.6% | +14.3% |
| All | +384.5% | +180.9% | +203.6% | +238.2% |
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