+33.1%
NEE vs ZETA
+306.8%
-273.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -2.1% | +18.1% | -20.2% | -2.7% |
| 30D | +8.6% | +13.6% | -5.0% | +8.1% |
| 3M | -0.3% | +23.7% | -24.0% | -1.2% |
| 6M | -8.9% | +128.5% | -137.4% | -12.1% |
| YTD | +8.3% | +80.1% | -71.8% | +5.3% |
| 1Y | +4.3% | +98.0% | -93.7% | +0.7% |
| 3Y | +70.7% | +348.6% | -277.9% | +48.1% |
| 5Y | +12.8% | +286.6% | -273.8% | -3.9% |
| All | +33.1% | +306.8% | -273.7% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling