+70.3%
ADP vs ZETA
+244.4%
-174.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.7% |
| 7D | +3.2% | -0.4% | +3.7% | +3.2% |
| 30D | +14.9% | -8.0% | +22.9% | +15.6% |
| 3M | +11.6% | +21.4% | -9.8% | +9.3% |
| 6M | +48.5% | +80.1% | -31.6% | +39.4% |
| YTD | +20.6% | +52.5% | -31.9% | +14.3% |
| 1Y | +23.7% | +58.5% | -34.8% | +16.7% |
| 3Y | +47.8% | +281.7% | -233.9% | +21.3% |
| 5Y | +47.7% | +237.3% | -189.6% | +18.2% |
| All | +70.3% | +244.4% | -174.1% | +37.8% |
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