+37.1%
NEE vs ZETA
+281.1%
-243.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.1% |
| 30D | -0.2% | +15.6% | -15.8% | -0.3% |
| 3M | +0.5% | +41.5% | -41.0% | +0.4% |
| 6M | -6.5% | +63.4% | -70.0% | -6.8% |
| YTD | +6.7% | +51.3% | -44.6% | +6.5% |
| 1Y | +23.6% | +65.8% | -42.2% | +23.0% |
| 3Y | +37.1% | +279.2% | -242.1% | +11.0% |
| All | +37.1% | +281.1% | -243.9% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling