+294.9%
ZETA vs ALC
-9.1%
+304.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -3.8% |
| 7D | +18.1% | -1.1% | +19.2% | +18.7% |
| 30D | +13.6% | +16.0% | -2.5% | +1.5% |
| 3M | +23.7% | +0.8% | +22.9% | +21.8% |
| 6M | +128.5% | +16.8% | +111.7% | +100.8% |
| YTD | +80.1% | -5.5% | +85.6% | +84.0% |
| 1Y | +98.0% | -5.3% | +103.3% | +101.8% |
| 3Y | +348.6% | +4.1% | +344.5% | +307.4% |
| All | +294.9% | -9.1% | +304.0% | +316.2% |
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