+128.6%
ZETA vs ALLE
+43.6%
+85.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +7.6% |
| 7D | +18.8% | -0.8% | +19.6% | +18.7% |
| 30D | +12.6% | +27.4% | -14.7% | +12.5% |
| 3M | +29.5% | +13.8% | +15.6% | +31.2% |
| 6M | +128.6% | +45.5% | +83.1% | +139.1% |
| All | +128.6% | +43.6% | +85.0% | +139.1% |
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 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