+62.7%
ZETA vs ALC
-14.0%
+76.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -0.1% | -5.3% | +5.2% | +3.5% |
| 30D | +10.5% | -7.1% | +17.5% | +15.8% |
| 3M | +44.3% | +0.8% | +43.5% | +43.1% |
| 6M | +59.4% | -16.0% | +75.4% | +81.9% |
| YTD | +49.5% | -12.7% | +62.2% | +63.7% |
| 1Y | +62.7% | -12.8% | +75.5% | +78.7% |
| All | +62.7% | -14.0% | +76.6% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling