+264.7%
ZETA vs ALLY
-16.6%
+281.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +3.9% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | -2.0% | +3.4% | -5.5% | -3.9% |
| 3M | +21.7% | -11.1% | +32.8% | +29.9% |
| 6M | +89.1% | -11.5% | +100.6% | +101.8% |
| YTD | +59.3% | -12.3% | +71.6% | +70.9% |
| 1Y | +66.2% | +1.1% | +65.1% | +64.8% |
| 3Y | +297.3% | +64.8% | +232.5% | +198.4% |
| 5Y | +227.5% | -6.9% | +234.3% | +253.4% |
| All | +264.7% | -16.6% | +281.3% | +297.9% |
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