+264.7%
ZETA vs ALLE
+47.7%
+217.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +2.9% |
| 7D | +6.2% | -0.6% | +6.9% | +6.7% |
| 30D | -2.0% | +26.6% | -28.6% | -14.7% |
| 3M | +21.7% | +13.2% | +8.5% | +12.6% |
| 6M | +89.1% | +42.9% | +46.3% | +51.0% |
| YTD | +59.3% | +21.0% | +38.3% | +39.1% |
| 1Y | +66.2% | +15.2% | +51.0% | +50.2% |
| 3Y | +297.3% | +95.6% | +201.7% | +148.2% |
| 5Y | +227.5% | +53.4% | +174.1% | +114.8% |
| All | +264.7% | +47.7% | +217.0% | +146.1% |
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