+264.7%
ZETA vs ALB
-39.4%
+304.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +6.2% | +9.5% | -3.2% | +3.0% |
| 30D | -2.0% | -2.1% | +0.1% | -1.5% |
| 3M | +21.7% | -24.1% | +45.8% | +32.0% |
| 6M | +89.1% | -51.0% | +140.2% | +134.9% |
| YTD | +59.3% | -29.3% | +88.6% | +69.6% |
| 1Y | +66.2% | +3.2% | +63.0% | +53.2% |
| 3Y | +297.3% | -9.3% | +306.6% | +233.4% |
| 5Y | +227.5% | -61.6% | +289.1% | +294.2% |
| All | +264.7% | -39.4% | +304.1% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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