+112.5%
NET vs ZETA
+329.5%
-217.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.3% |
| 7D | -7.0% | +2.7% | -9.6% | -8.1% |
| 30D | -4.8% | +15.8% | -20.6% | -10.4% |
| 3M | +3.8% | +35.4% | -31.6% | -9.4% |
| 6M | +50.0% | +67.1% | -17.1% | +18.8% |
| YTD | +41.5% | +54.1% | -12.6% | +13.1% |
| 1Y | +32.8% | +67.8% | -35.0% | -0.2% |
| 3Y | +335.9% | +311.4% | +24.5% | +43.0% |
| All | +112.5% | +329.5% | -217.0% | -36.9% |
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