+312.3%
ZETA vs ALM
+303.2%
+9.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -2.1% |
| 7D | +18.1% | +1.2% | +16.9% | +17.9% |
| 30D | +13.6% | -19.3% | +32.9% | +14.8% |
| 3M | +23.7% | -40.6% | +64.4% | +26.8% |
| 6M | +128.5% | -57.9% | +186.4% | +137.4% |
| YTD | +80.1% | -6.7% | +86.8% | +79.0% |
| 1Y | +98.0% | +20.2% | +77.8% | +94.6% |
| 3Y | +348.6% | +879.4% | -530.9% | +310.5% |
| 5Y | +286.6% | +415.3% | -128.7% | +246.7% |
| All | +312.3% | +303.2% | +9.0% | +294.5% |
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