-7.7%
ADP vs ZETA
+62.1%
-69.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | -5.5% | -2.4% | -3.0% | -5.1% |
| 30D | -1.2% | +15.6% | -16.8% | -3.5% |
| 3M | +17.9% | +41.5% | -23.6% | +10.6% |
| 6M | +20.3% | +63.4% | -43.1% | +9.7% |
| YTD | +5.8% | +51.3% | -45.5% | -3.5% |
| 1Y | -7.7% | +65.8% | -73.5% | -16.9% |
| All | -7.7% | +62.1% | -69.9% | -16.9% |
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