+154.5%
NEM vs ZETA
+346.9%
-192.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +3.9% | -2.4% | +6.3% | +4.0% |
| 30D | +12.7% | +15.6% | -2.9% | +11.6% |
| 3M | +28.7% | +41.5% | -12.8% | +25.7% |
| 6M | +9.8% | +63.4% | -53.7% | +6.1% |
| YTD | +28.1% | +51.3% | -23.2% | +24.1% |
| 1Y | +69.3% | +65.8% | +3.5% | +62.9% |
| 3Y | +247.7% | +279.2% | -31.5% | +217.4% |
| All | +154.5% | +346.9% | -192.4% | +134.0% |
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