+44.4%
NOW vs ZETA
+247.9%
-203.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -1.9% |
| 7D | -2.4% | +2.7% | -5.0% | -3.0% |
| 30D | +20.5% | +15.8% | +4.7% | +15.8% |
| 3M | +18.3% | +35.4% | -17.1% | +8.8% |
| 6M | +24.1% | +67.1% | -43.0% | +8.7% |
| YTD | -7.8% | +54.1% | -61.8% | -18.2% |
| 1Y | -21.4% | +67.8% | -89.2% | -32.5% |
| 3Y | +19.5% | +311.4% | -291.9% | -30.1% |
| 5Y | +4.1% | +324.8% | -320.7% | -42.9% |
| All | +44.4% | +247.9% | -203.5% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling