+2.9%
NXPI vs ZETA
+68.7%
-65.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.3% | +1.7% |
| 7D | +1.9% | +2.7% | -0.7% | +1.5% |
| 30D | -1.4% | +15.8% | -17.2% | -3.3% |
| 3M | -29.1% | +35.4% | -64.5% | -31.6% |
| 6M | +6.2% | +67.1% | -60.9% | -2.3% |
| YTD | +5.9% | +54.1% | -48.2% | -0.5% |
| 1Y | +2.9% | +67.8% | -64.9% | -4.4% |
| All | +2.9% | +68.7% | -65.8% | -4.4% |
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