+67.8%
ZETA vs ADVB
+5.8%
+62.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | +2.7% | -3.8% | +6.4% | +2.6% |
| 30D | +15.8% | +17.6% | -1.8% | +16.5% |
| 3M | +35.4% | +119.1% | -83.7% | +35.6% |
| 6M | +67.1% | +103.4% | -36.3% | +66.1% |
| YTD | +54.1% | +59.8% | -5.8% | +55.0% |
| 1Y | +67.8% | +8.5% | +59.3% | +65.8% |
| All | +67.8% | +5.8% | +62.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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