+20.5%
ADP vs ZETA
+84.8%
-64.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.2% |
| 7D | +6.4% | -5.0% | +11.4% | +7.1% |
| 30D | +16.6% | -3.3% | +20.0% | +17.0% |
| 3M | +12.9% | +31.0% | -18.1% | +7.3% |
| 6M | +45.7% | +72.2% | -26.5% | +31.1% |
| YTD | +20.6% | +56.2% | -35.5% | +8.3% |
| 1Y | +20.5% | +90.3% | -69.8% | +7.2% |
| All | +20.5% | +84.8% | -64.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling