+118.5%
ZETA vs ADVB
-97.4%
+215.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.9% | +5.2% | +8.2% |
| 7D | +13.2% | -4.1% | +17.3% | +13.2% |
| 30D | +6.0% | -60.3% | +66.2% | +5.3% |
| 3M | +27.3% | -73.3% | +100.7% | +26.2% |
| 6M | +104.6% | -65.9% | +170.5% | +98.7% |
| YTD | +72.3% | -63.9% | +136.2% | +67.5% |
| 1Y | +76.3% | -74.1% | +150.5% | +71.7% |
| All | +118.5% | -97.4% | +215.9% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling