+48.4%
NU vs ZETA
+249.5%
-201.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +6.0% | -2.4% | +8.5% | +6.6% |
| 30D | +10.8% | +15.6% | -4.8% | +6.2% |
| 3M | +32.2% | +41.5% | -9.3% | +18.9% |
| 6M | +5.1% | +63.4% | -58.3% | -10.3% |
| YTD | -8.4% | +51.3% | -59.7% | -21.1% |
| 1Y | +0.7% | +65.8% | -65.1% | -16.8% |
| 3Y | +125.1% | +279.2% | -154.1% | +9.7% |
| All | +48.4% | +249.5% | -201.1% | -43.0% |
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