+252.6%
ZETA vs ALM
+761.9%
-509.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | +2.7% | -2.6% | +5.3% | +2.8% |
| 30D | +15.8% | +32.0% | -16.2% | +13.8% |
| 3M | +35.4% | -15.0% | +50.5% | +35.9% |
| 6M | +67.1% | -10.1% | +77.2% | +66.1% |
| YTD | +54.1% | +99.4% | -45.4% | +47.3% |
| 1Y | +67.8% | +316.4% | -248.5% | +56.2% |
| 3Y | +311.4% | +2,022.0% | -1,710.6% | +262.2% |
| 5Y | +324.8% | +941.2% | -616.4% | +269.0% |
| All | +252.6% | +761.9% | -509.3% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling