+324.5%
ZETA vs ALB
-41.4%
+365.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.5% | +7.3% |
| 7D | +18.8% | +1.1% | +17.7% | +18.1% |
| 30D | +12.6% | -2.6% | +15.2% | +13.2% |
| 3M | +29.5% | -25.6% | +55.0% | +41.2% |
| 6M | +128.6% | -54.0% | +182.6% | +189.7% |
| YTD | +85.5% | -31.6% | +117.0% | +99.2% |
| 1Y | +90.6% | -6.6% | +97.2% | +81.9% |
| 3Y | +358.0% | -14.0% | +372.0% | +292.3% |
| 5Y | +282.0% | -62.5% | +344.5% | +362.5% |
| All | +324.5% | -41.4% | +365.9% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling