+72.9%
ADP vs ZETA
+313.7%
-240.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | +0.3% | +26.5% | -26.2% | -2.0% |
| 30D | +11.6% | +10.3% | +1.3% | +10.4% |
| 3M | +15.1% | +30.5% | -15.5% | +11.9% |
| 6M | +46.0% | +129.4% | -83.3% | +34.1% |
| YTD | +22.4% | +83.1% | -60.8% | +14.0% |
| 1Y | +24.5% | +82.1% | -57.6% | +15.8% |
| 3Y | +44.8% | +352.3% | -307.5% | +17.0% |
| 5Y | +49.1% | +293.1% | -244.1% | +17.3% |
| All | +72.9% | +313.7% | -240.8% | +37.4% |
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