+649.9%
NVDL vs ZETA
+269.4%
+380.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | -10.3% | -3.7% | -6.6% | -9.3% |
| 30D | -7.1% | +5.7% | -12.8% | -8.7% |
| 3M | +6.6% | +50.4% | -43.9% | -6.7% |
| 6M | +21.1% | +65.5% | -44.4% | +2.1% |
| YTD | +15.2% | +48.3% | -33.1% | -0.9% |
| 1Y | +18.8% | +45.4% | -26.6% | +1.6% |
| 3Y | +649.9% | +270.8% | +379.1% | +341.0% |
| All | +649.9% | +269.4% | +380.5% | +341.0% |
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 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