+249.0%
ZETA vs ALC
+9.8%
+239.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +6.7% |
| 7D | -0.4% | +4.9% | -5.3% | -3.8% |
| 30D | -8.0% | +19.0% | -27.0% | -18.6% |
| 3M | +21.4% | +7.8% | +13.6% | +14.7% |
| 6M | +80.1% | +14.6% | +65.5% | +61.7% |
| YTD | +52.5% | -4.4% | +56.9% | +55.0% |
| 1Y | +58.5% | +1.4% | +57.1% | +54.4% |
| 3Y | +281.7% | +2.5% | +279.2% | +257.0% |
| 5Y | +237.3% | -10.9% | +248.2% | +244.4% |
| All | +249.0% | +9.8% | +239.3% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling