+185.2%
NET vs ZETA
+252.7%
-67.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.6% |
| 7D | -16.4% | -5.0% | -11.4% | -14.5% |
| 30D | -25.8% | -3.3% | -22.5% | -24.7% |
| 3M | -11.5% | +31.0% | -42.5% | -21.1% |
| 6M | +18.9% | +72.2% | -53.2% | -6.1% |
| YTD | +35.2% | +56.2% | -21.0% | +8.2% |
| 1Y | +14.5% | +90.3% | -75.8% | -17.1% |
| 3Y | +313.8% | +276.1% | +37.7% | +53.5% |
| 5Y | +32.6% | +254.7% | -222.1% | -53.0% |
| All | +185.2% | +252.7% | -67.5% | -7.4% |
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