+290.4%
ZETA vs ALC
-13.4%
+303.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.7% |
| 7D | +2.7% | -2.1% | +4.7% | +4.0% |
| 30D | +15.8% | -0.1% | +15.9% | +16.0% |
| 3M | +35.4% | +5.9% | +29.5% | +30.0% |
| 6M | +67.1% | -15.9% | +83.0% | +85.3% |
| YTD | +54.1% | -10.1% | +64.2% | +63.7% |
| 1Y | +67.8% | -10.2% | +78.0% | +78.4% |
| All | +290.4% | -13.4% | +303.8% | +325.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling