+246.3%
ZETA vs ALM
+837.9%
-591.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.3% |
| 7D | -2.4% | +8.4% | -10.9% | -2.9% |
| 30D | +15.6% | +34.8% | -19.3% | +13.5% |
| 3M | +41.5% | +16.2% | +25.3% | +39.6% |
| 6M | +63.4% | +2.1% | +61.3% | +61.3% |
| YTD | +51.3% | +117.0% | -65.7% | +43.9% |
| 1Y | +65.8% | +313.9% | -248.0% | +54.0% |
| 3Y | +279.2% | +2,327.9% | -2,048.7% | +232.4% |
| 5Y | +341.8% | +1,040.6% | -698.9% | +281.2% |
| All | +246.3% | +837.9% | -591.6% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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