+21.9%
NXPI vs ZETA
+237.6%
-215.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -4.3% | +10.5% | -14.8% | -6.0% |
| 3M | -24.7% | +44.3% | -69.0% | -29.5% |
| 6M | +9.7% | +59.4% | -49.7% | 0.0% |
| YTD | +3.8% | +49.5% | -45.7% | -5.0% |
| 1Y | +1.6% | +62.7% | -61.1% | -8.9% |
| 3Y | +16.0% | +274.6% | -258.6% | -17.5% |
| 5Y | +16.1% | +349.3% | -333.2% | -22.0% |
| All | +21.9% | +237.6% | -215.7% | -13.6% |
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