+135.1%
ZETA vs ADVB
-97.1%
+232.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.0% | -2.3% | +7.6% |
| 7D | +18.8% | +10.5% | +8.3% | +18.7% |
| 30D | +12.6% | -56.0% | +68.6% | +11.9% |
| 3M | +29.5% | -70.1% | +99.6% | +28.3% |
| 6M | +128.6% | -53.7% | +182.3% | +121.6% |
| YTD | +85.5% | -60.3% | +145.7% | +80.2% |
| 1Y | +90.6% | -73.1% | +163.8% | +85.6% |
| All | +135.1% | -97.1% | +232.2% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling