+202.4%
ZETA vs ALLE
+49.9%
+152.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.8% |
| 7D | -0.4% | -0.6% | +0.1% | -0.1% |
| 30D | -8.0% | +25.3% | -33.4% | -20.2% |
| 3M | +21.4% | +10.3% | +11.1% | +13.5% |
| 6M | +80.1% | +38.0% | +42.0% | +44.8% |
| YTD | +52.5% | +17.8% | +34.7% | +34.2% |
| 1Y | +58.5% | +13.6% | +44.9% | +43.2% |
| 3Y | +281.7% | +89.2% | +192.5% | +133.2% |
| All | +202.4% | +49.9% | +152.5% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling