+252.6%
ZETA vs ALLE
+21.4%
+231.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.7% |
| 7D | +2.7% | -0.2% | +2.9% | +2.6% |
| 30D | +15.8% | -6.8% | +22.6% | +20.6% |
| 3M | +35.4% | +21.0% | +14.4% | +19.6% |
| 6M | +67.1% | +1.1% | +66.0% | +64.5% |
| YTD | +54.1% | -0.5% | +54.6% | +51.6% |
| 1Y | +67.8% | -7.3% | +75.1% | +73.5% |
| 3Y | +311.4% | +42.3% | +269.2% | +213.6% |
| 5Y | +324.8% | +13.5% | +311.3% | +213.7% |
| All | +252.6% | +21.4% | +231.3% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling