+246.3%
ZETA vs ALLY
-9.3%
+255.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +0.1% |
| 7D | -2.4% | +1.0% | -3.5% | -3.0% |
| 30D | +15.6% | -3.3% | +18.9% | +17.8% |
| 3M | +41.5% | +0.5% | +41.0% | +40.8% |
| 6M | +63.4% | +12.6% | +50.8% | +51.9% |
| YTD | +51.3% | -4.7% | +56.0% | +54.9% |
| 1Y | +65.8% | +5.2% | +60.6% | +61.1% |
| 3Y | +279.2% | +66.5% | +212.7% | +181.9% |
| 5Y | +341.8% | +0.2% | +341.5% | +355.3% |
| All | +246.3% | -9.3% | +255.7% | +260.7% |
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