+249.0%
ZETA vs ALLY
-17.4%
+266.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +6.3% |
| 7D | -0.4% | +0.9% | -1.4% | -1.1% |
| 30D | -8.0% | +3.1% | -11.1% | -9.7% |
| 3M | +21.4% | -12.6% | +34.0% | +30.8% |
| 6M | +80.1% | -12.4% | +92.5% | +93.2% |
| YTD | +52.5% | -13.2% | +65.6% | +64.4% |
| 1Y | +58.5% | +1.8% | +56.7% | +56.5% |
| 3Y | +281.7% | +58.0% | +223.7% | +193.1% |
| 5Y | +237.3% | -8.4% | +245.7% | +266.8% |
| All | +249.0% | -17.4% | +266.4% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling