-63.7%
ADBE vs ZETA
+276.5%
-340.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -3.2% | +26.5% | -29.7% | -7.8% |
| 30D | +1.0% | +10.3% | -9.3% | -1.3% |
| 3M | -7.8% | +30.5% | -38.4% | -12.9% |
| 6M | -1.0% | +129.4% | -130.3% | -16.6% |
| YTD | -31.8% | +83.1% | -115.0% | -40.7% |
| 1Y | -29.2% | +82.1% | -111.3% | -38.6% |
| 3Y | -60.1% | +352.3% | -412.4% | -75.5% |
| 5Y | -63.7% | +293.1% | -356.9% | -80.1% |
| All | -63.7% | +276.5% | -340.2% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling