+90.3%
ZETA vs ALLE
+18.6%
+71.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +2.4% |
| 7D | -5.0% | +6.7% | -11.7% | -5.6% |
| 30D | -3.3% | +25.4% | -28.7% | -6.1% |
| 3M | +31.0% | +16.9% | +14.1% | +29.2% |
| 6M | +72.2% | +46.6% | +25.6% | +64.8% |
| YTD | +56.2% | +22.4% | +33.8% | +51.2% |
| 1Y | +90.3% | +17.7% | +72.6% | +98.5% |
| All | +90.3% | +18.6% | +71.7% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling