+108.8%
NEM vs ZETA
+247.9%
-139.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.5% |
| 7D | +0.3% | +2.7% | -2.4% | +0.1% |
| 30D | +23.1% | +15.8% | +7.3% | +21.9% |
| 3M | +18.5% | +35.4% | -16.9% | +16.1% |
| 6M | +7.8% | +67.1% | -59.3% | +4.0% |
| YTD | +29.1% | +54.1% | -24.9% | +25.0% |
| 1Y | +72.7% | +67.8% | +4.8% | +65.9% |
| 3Y | +248.7% | +311.4% | -62.7% | +216.9% |
| 5Y | +148.7% | +324.8% | -176.1% | +124.9% |
| All | +108.8% | +247.9% | -139.1% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling