+54.9%
ADP vs ZETA
+247.9%
-193.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.7% |
| 7D | -3.4% | +2.7% | -6.1% | -3.7% |
| 30D | +2.8% | +15.8% | -13.0% | +1.2% |
| 3M | +20.9% | +35.4% | -14.5% | +17.0% |
| 6M | +29.9% | +67.1% | -37.2% | +22.8% |
| YTD | +9.6% | +54.1% | -44.4% | +4.1% |
| 1Y | -5.3% | +67.8% | -73.1% | -11.2% |
| 3Y | +16.5% | +311.4% | -294.9% | -5.0% |
| 5Y | +49.4% | +324.8% | -275.4% | +18.2% |
| All | +54.9% | +247.9% | -193.1% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling