+80.1%
ZETA vs ALLE
+39.2%
+40.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.3% |
| 7D | -0.4% | -0.6% | +0.1% | -0.3% |
| 30D | -8.0% | +25.3% | -33.4% | -8.6% |
| 3M | +21.4% | +10.3% | +11.1% | +22.9% |
| 6M | +80.1% | +38.0% | +42.0% | +89.8% |
| All | +80.1% | +39.2% | +40.9% | +89.8% |
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