+246.3%
ZETA vs ALC
+1.2%
+245.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.4% |
| 7D | -2.4% | -3.7% | +1.2% | +0.1% |
| 30D | +15.6% | -3.7% | +19.3% | +18.7% |
| 3M | +41.5% | +4.6% | +36.9% | +36.3% |
| 6M | +63.4% | -14.6% | +78.0% | +80.5% |
| YTD | +51.3% | -11.9% | +63.2% | +63.5% |
| 1Y | +65.8% | -13.1% | +78.9% | +80.9% |
| 3Y | +279.2% | -15.0% | +294.2% | +309.2% |
| 5Y | +341.8% | -16.2% | +357.9% | +380.0% |
| All | +246.3% | +1.2% | +245.1% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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