+62.3%
NEM vs ZETA
+61.8%
+0.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -3.3% | -6.5% | +3.2% | -2.4% |
| 30D | +7.8% | +4.8% | +3.0% | +7.0% |
| 3M | +36.3% | +53.3% | -17.1% | +28.4% |
| 6M | +6.6% | +66.8% | -60.3% | -0.5% |
| YTD | +27.1% | +50.2% | -23.0% | +20.2% |
| 1Y | +62.3% | +62.0% | +0.3% | +49.6% |
| All | +62.3% | +61.8% | +0.6% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling