+246.3%
ZETA vs ALB
-21.1%
+267.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.6% |
| 7D | -2.4% | -4.4% | +2.0% | -1.2% |
| 30D | +15.6% | -1.2% | +16.8% | +15.7% |
| 3M | +41.5% | -13.3% | +54.8% | +46.8% |
| 6M | +63.4% | -19.8% | +83.2% | +69.9% |
| YTD | +51.3% | -7.9% | +59.2% | +48.6% |
| 1Y | +65.8% | +60.2% | +5.7% | +30.9% |
| 3Y | +279.2% | -26.4% | +305.6% | +274.9% |
| 5Y | +341.8% | -42.5% | +384.3% | +354.2% |
| All | +246.3% | -21.1% | +267.5% | +265.2% |
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