+18.8%
NVDL vs ZETA
+60.9%
-42.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -10.3% | -3.7% | -6.6% | -9.6% |
| 30D | -7.1% | +5.7% | -12.8% | -8.4% |
| 3M | +6.6% | +50.4% | -43.9% | -3.0% |
| 6M | +21.1% | +65.5% | -44.4% | +7.9% |
| YTD | +15.2% | +48.3% | -33.1% | +3.1% |
| 1Y | +18.8% | +45.4% | -26.6% | +13.9% |
| All | +18.8% | +60.9% | -42.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling