+293.1%
ZETA vs ALK
-31.3%
+324.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +1.1% |
| 7D | +26.5% | +0.9% | +25.6% | +25.7% |
| 30D | +10.3% | +3.3% | +7.0% | +7.7% |
| 3M | +30.5% | -17.6% | +48.1% | +41.6% |
| 6M | +129.4% | +0.8% | +128.5% | +116.6% |
| YTD | +83.1% | -22.4% | +105.5% | +95.0% |
| 1Y | +82.1% | -10.1% | +92.1% | +77.5% |
| 3Y | +352.3% | +14.0% | +338.3% | +239.3% |
| 5Y | +293.1% | -29.8% | +323.0% | +331.9% |
| All | +293.1% | -31.3% | +324.4% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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