-54.6%
ADBE vs ZETA
+306.8%
-361.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +1.6% | +18.1% | -16.5% | -1.6% |
| 30D | +1.0% | +13.6% | -12.6% | -1.6% |
| 3M | -10.1% | +23.7% | -33.9% | -13.9% |
| 6M | +3.0% | +128.5% | -125.5% | -12.0% |
| YTD | -30.5% | +80.1% | -110.6% | -38.7% |
| 1Y | -27.1% | +98.0% | -125.1% | -36.8% |
| 3Y | -58.8% | +348.6% | -407.4% | -72.9% |
| 5Y | -63.0% | +286.6% | -349.6% | -77.1% |
| All | -54.6% | +306.8% | -361.4% | -72.3% |
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