-19.5%
NOW vs ZETA
+361.9%
-381.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.6% | -4.5% | +1.1% |
| 7D | -5.6% | +18.8% | -24.3% | -10.1% |
| 30D | -26.8% | +12.6% | -39.4% | -29.1% |
| 3M | -19.4% | +29.5% | -48.9% | -24.8% |
| 6M | +12.3% | +128.6% | -116.3% | -8.4% |
| YTD | -32.9% | +85.5% | -118.4% | -43.3% |
| 1Y | -40.3% | +90.6% | -130.9% | -49.9% |
| All | -19.5% | +361.9% | -381.5% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling