-16.3%
NOW vs ZETA
+273.0%
-289.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -1.8% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | -26.0% | -8.0% | -18.0% | -24.2% |
| 3M | -13.1% | +21.4% | -34.5% | -17.1% |
| 6M | +14.5% | +80.1% | -65.6% | -0.4% |
| YTD | -33.4% | +52.5% | -85.9% | -40.5% |
| 1Y | -40.6% | +58.5% | -99.1% | -47.4% |
| 3Y | -16.3% | +281.7% | -298.0% | -45.6% |
| All | -16.3% | +273.0% | -289.3% | -45.6% |
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