+267.2%
ALAB vs ZETA
+244.1%
+23.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | +26.9% | +26.5% | +0.5% | +19.2% |
| 30D | -30.0% | +10.3% | -40.3% | -31.5% |
| 3M | -28.5% | +30.5% | -59.1% | -33.4% |
| 6M | +11.4% | +129.4% | -117.9% | -14.7% |
| YTD | +36.9% | +83.1% | -46.2% | +10.0% |
| 1Y | +44.4% | +82.1% | -37.7% | +16.2% |
| All | +267.2% | +244.1% | +23.1% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling