-27.2%
NOW vs ZETA
+276.5%
-303.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.7% | +26.5% | -28.1% | -8.6% |
| 30D | -27.4% | +10.3% | -37.6% | -29.5% |
| 3M | -19.4% | +30.5% | -50.0% | -25.6% |
| 6M | +13.1% | +129.4% | -116.3% | -10.7% |
| YTD | -34.3% | +83.1% | -117.4% | -45.3% |
| 1Y | -41.8% | +82.1% | -123.8% | -51.6% |
| 3Y | -20.7% | +352.3% | -373.0% | -58.6% |
| 5Y | -27.2% | +293.1% | -320.3% | -66.1% |
| All | -27.2% | +276.5% | -303.7% | -66.1% |
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