+319.2%
ZETA vs ALB
-42.1%
+361.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | +26.5% | -3.6% | +30.0% | +27.8% |
| 30D | +10.3% | -2.9% | +13.1% | +11.0% |
| 3M | +30.5% | -25.8% | +56.4% | +42.5% |
| 6M | +129.4% | -53.6% | +182.9% | +189.6% |
| YTD | +83.1% | -32.4% | +115.5% | +97.5% |
| 1Y | +82.1% | -13.0% | +95.1% | +78.3% |
| 3Y | +352.3% | -15.0% | +367.3% | +288.8% |
| 5Y | +293.1% | -63.5% | +356.7% | +381.2% |
| All | +319.2% | -42.1% | +361.3% | +385.2% |
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