+250.5%
NEM vs ZETA
+272.3%
-21.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | +10.0% | +10.5% | -0.5% | +8.8% |
| 3M | +30.9% | +44.3% | -13.4% | +26.1% |
| 6M | +10.5% | +59.4% | -48.9% | +5.2% |
| YTD | +29.7% | +49.5% | -19.7% | +23.8% |
| 1Y | +71.1% | +62.7% | +8.5% | +61.5% |
| All | +250.5% | +272.3% | -21.9% | +155.2% |
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 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