-74.7%
NKE vs ZETA
+332.4%
-407.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.0% |
| 3M | -19.1% | +50.4% | -69.5% | -23.9% |
| 6M | -32.6% | +65.5% | -98.1% | -38.0% |
| YTD | -40.7% | +48.3% | -89.0% | -44.9% |
| 1Y | -48.9% | +45.4% | -94.2% | -52.7% |
| 3Y | -59.2% | +270.8% | -330.0% | -70.4% |
| All | -74.7% | +332.4% | -407.1% | -83.1% |
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 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