+252.6%
ZETA vs ALB
-23.1%
+275.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.4% | -2.6% |
| 7D | +2.7% | -8.1% | +10.7% | +5.4% |
| 30D | +15.8% | +6.3% | +9.6% | +13.1% |
| 3M | +35.4% | -23.6% | +59.0% | +46.6% |
| 6M | +67.1% | -24.6% | +91.7% | +77.6% |
| YTD | +54.1% | -10.3% | +64.3% | +52.7% |
| 1Y | +67.8% | +61.5% | +6.4% | +32.0% |
| 3Y | +311.4% | -34.0% | +345.4% | +328.3% |
| 5Y | +324.8% | -44.6% | +369.4% | +341.9% |
| All | +252.6% | -23.1% | +275.8% | +275.1% |
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