+84.4%
NEM vs ZETA
+306.8%
-222.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -6.4% | +18.1% | -24.5% | -7.4% |
| 30D | +1.4% | +13.6% | -12.2% | +0.5% |
| 3M | -0.7% | +23.7% | -24.4% | -2.2% |
| 6M | -4.5% | +128.5% | -133.0% | -9.5% |
| YTD | +14.0% | +80.1% | -66.1% | +9.1% |
| 1Y | +27.3% | +98.0% | -70.7% | +21.1% |
| 3Y | +250.5% | +348.6% | -98.1% | +215.5% |
| 5Y | +121.1% | +286.6% | -165.5% | +97.1% |
| All | +84.4% | +306.8% | -222.3% | +70.4% |
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