+67.1%
ZETA vs ALLE
-0.4%
+67.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +15.8% | -6.8% | +22.6% | +17.4% |
| 3M | +35.4% | +21.0% | +14.4% | +35.8% |
| 6M | +67.1% | +1.1% | +66.0% | +80.8% |
| All | +67.1% | -0.4% | +67.5% | +80.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling