+348.6%
ZETA vs ALB
-14.4%
+363.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +18.1% | -5.8% | +23.9% | +19.5% |
| 30D | +13.6% | -4.5% | +18.1% | +14.5% |
| 3M | +23.7% | -28.1% | +51.8% | +31.8% |
| 6M | +128.5% | -53.2% | +181.7% | +165.4% |
| YTD | +80.1% | -33.3% | +113.4% | +90.0% |
| 1Y | +98.0% | -17.4% | +115.4% | +98.5% |
| 3Y | +348.6% | -14.1% | +362.7% | +303.8% |
| All | +348.6% | -14.4% | +363.0% | +303.8% |
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