+47.8%
NXPI vs ZETA
+318.9%
-271.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.6% | +1.9% |
| 7D | +1.7% | +18.8% | -17.1% | -1.0% |
| 30D | +19.7% | +12.6% | +7.0% | +17.4% |
| 3M | +14.5% | +29.5% | -14.9% | +9.6% |
| 6M | -11.2% | +128.6% | -139.8% | -23.4% |
| YTD | +25.8% | +85.5% | -59.7% | +11.2% |
| 1Y | +35.2% | +90.6% | -55.4% | +18.6% |
| 3Y | +52.3% | +358.0% | -305.8% | +4.9% |
| 5Y | +34.8% | +282.0% | -247.1% | -11.5% |
| All | +47.8% | +318.9% | -271.1% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling