+281.7%
ZETA vs ALB
-16.8%
+298.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.1% |
| 7D | -0.4% | +9.1% | -9.5% | -2.3% |
| 30D | -8.0% | -3.4% | -4.6% | -7.5% |
| 3M | +21.4% | -20.6% | +42.0% | +26.8% |
| 6M | +80.1% | -48.2% | +128.3% | +105.0% |
| YTD | +52.5% | -29.2% | +81.7% | +59.1% |
| 1Y | +58.5% | +10.0% | +48.5% | +48.7% |
| 3Y | +281.7% | -12.9% | +294.6% | +242.7% |
| All | +281.7% | -16.8% | +298.5% | +242.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling