+291.9%
ZETA vs ALLE
+42.6%
+249.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +15.8% | -6.8% | +22.6% | +20.0% |
| 3M | +35.4% | +21.0% | +14.4% | +22.1% |
| 6M | +67.1% | +1.1% | +66.0% | +66.6% |
| YTD | +54.1% | -0.5% | +54.6% | +53.1% |
| 1Y | +67.8% | -7.3% | +75.1% | +75.3% |
| All | +291.9% | +42.6% | +249.3% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling