-53.5%
ADBE vs ZETA
+239.2%
-292.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | -12.9% | -6.5% | -6.4% | -11.8% |
| 30D | -5.6% | +4.8% | -10.5% | -6.4% |
| 3M | +6.6% | +53.3% | -46.7% | -1.7% |
| 6M | -9.6% | +66.8% | -76.4% | -18.1% |
| YTD | -28.9% | +50.2% | -79.1% | -34.8% |
| 1Y | -28.9% | +62.0% | -91.0% | -36.2% |
| 3Y | -55.6% | +276.4% | -331.9% | -69.8% |
| 5Y | -62.2% | +341.6% | -403.9% | -76.1% |
| All | -53.5% | +239.2% | -292.7% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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