+105.6%
NEM vs ZETA
+239.2%
-133.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -3.3% | -6.5% | +3.2% | -2.9% |
| 30D | +7.8% | +4.8% | +3.0% | +7.5% |
| 3M | +36.3% | +53.3% | -17.1% | +32.5% |
| 6M | +6.6% | +66.8% | -60.3% | +2.9% |
| YTD | +27.1% | +50.2% | -23.0% | +23.2% |
| 1Y | +62.3% | +62.0% | +0.3% | +56.3% |
| 3Y | +245.1% | +276.4% | -31.3% | +214.5% |
| 5Y | +154.0% | +341.6% | -187.6% | +129.3% |
| All | +105.6% | +239.2% | -133.5% | +92.4% |
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