+294.5%
ZETA vs ALLE
+46.9%
+247.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.5% |
| 7D | +13.2% | +0.1% | +13.2% | +13.3% |
| 30D | +6.0% | +25.9% | -19.9% | -7.5% |
| 3M | +27.3% | +14.9% | +12.5% | +16.8% |
| 6M | +104.6% | +42.1% | +62.5% | +63.8% |
| YTD | +72.3% | +20.4% | +52.0% | +50.9% |
| 1Y | +76.3% | +14.9% | +61.5% | +59.5% |
| 3Y | +325.6% | +90.1% | +235.5% | +170.9% |
| 5Y | +254.2% | +53.0% | +201.3% | +133.1% |
| All | +294.5% | +46.9% | +247.6% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling