-69.2%
NKE vs ZETA
+235.0%
-304.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -4.2% | -3.7% | -0.4% | -3.7% |
| 30D | -8.2% | +5.7% | -13.9% | -8.9% |
| 3M | -19.1% | +50.4% | -69.5% | -23.7% |
| 6M | -32.6% | +65.5% | -98.1% | -37.7% |
| YTD | -40.7% | +48.3% | -89.0% | -44.7% |
| 1Y | -48.9% | +45.4% | -94.2% | -52.5% |
| 3Y | -59.2% | +270.8% | -330.0% | -69.6% |
| 5Y | -75.3% | +336.1% | -411.5% | -82.6% |
| All | -69.2% | +235.0% | -304.1% | -78.3% |
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