+347.2%
ZETA vs ALC
-16.0%
+363.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.5% |
| 7D | +2.7% | -2.1% | +4.7% | +4.2% |
| 30D | +15.8% | -0.1% | +15.9% | +16.0% |
| 3M | +35.4% | +5.9% | +29.5% | +29.2% |
| 6M | +67.1% | -15.9% | +83.0% | +87.3% |
| YTD | +54.1% | -10.1% | +64.2% | +64.5% |
| 1Y | +67.8% | -10.2% | +78.0% | +79.3% |
| 3Y | +311.4% | -13.6% | +325.0% | +338.3% |
| All | +347.2% | -16.0% | +363.2% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling