+202.4%
ZETA vs ALM
+396.4%
-194.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +5.2% |
| 7D | -0.4% | -6.7% | +6.2% | 0.0% |
| 30D | -8.0% | -32.9% | +24.9% | -6.0% |
| 3M | +21.4% | -39.5% | +60.9% | +24.4% |
| 6M | +80.1% | -62.0% | +142.1% | +88.3% |
| YTD | +52.5% | -7.8% | +60.3% | +51.8% |
| 1Y | +58.5% | +26.7% | +31.8% | +55.6% |
| 3Y | +281.7% | +825.4% | -543.7% | +249.9% |
| All | +202.4% | +396.4% | -194.0% | +162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling