+69.6%
ADP vs ZETA
+259.8%
-190.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.8% |
| 7D | +1.1% | +6.2% | -5.1% | +0.5% |
| 30D | +11.5% | -2.0% | +13.5% | +11.6% |
| 3M | +12.0% | +21.7% | -9.7% | +9.6% |
| 6M | +43.8% | +89.1% | -45.3% | +34.4% |
| YTD | +20.1% | +59.3% | -39.3% | +13.4% |
| 1Y | +22.3% | +66.2% | -43.9% | +14.9% |
| 3Y | +43.3% | +297.3% | -254.0% | +17.2% |
| 5Y | +47.3% | +227.5% | -180.1% | +17.5% |
| All | +69.6% | +259.8% | -190.2% | +36.6% |
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