+293.1%
ZETA vs ALLY
-10.9%
+304.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +26.5% | -2.1% | +28.6% | +27.9% |
| 30D | +10.3% | +2.0% | +8.3% | +8.9% |
| 3M | +30.5% | -13.3% | +43.9% | +41.6% |
| 6M | +129.4% | -9.9% | +139.2% | +142.2% |
| YTD | +83.1% | -13.5% | +96.7% | +98.2% |
| 1Y | +82.1% | -2.8% | +84.9% | +84.5% |
| 3Y | +352.3% | +63.4% | +288.9% | +237.4% |
| 5Y | +293.1% | -10.9% | +304.0% | +382.0% |
| All | +293.1% | -10.9% | +304.1% | +382.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling