+11.0%
NEE vs ZETA
+352.7%
-341.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -1.9% | -6.5% | +4.6% | -1.7% |
| 30D | -3.1% | +4.8% | -8.0% | -3.3% |
| 3M | -2.4% | +53.3% | -55.8% | -4.3% |
| 6M | -8.6% | +66.8% | -75.4% | -11.0% |
| YTD | +4.9% | +50.2% | -45.2% | +2.5% |
| 1Y | +19.4% | +62.0% | -42.7% | +15.7% |
| 3Y | +34.9% | +276.4% | -241.5% | +15.5% |
| 5Y | +11.0% | +341.6% | -330.6% | -8.2% |
| All | +11.0% | +352.7% | -341.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling