+33.3%
NXPI vs ZETA
+85.8%
-52.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +9.4% | +26.5% | -17.1% | +6.9% |
| 30D | +18.1% | +10.3% | +7.8% | +16.7% |
| 3M | +15.0% | +30.5% | -15.5% | +12.1% |
| 6M | -8.4% | +129.4% | -137.8% | -16.7% |
| YTD | +24.8% | +83.1% | -58.4% | +19.7% |
| 1Y | +33.3% | +82.1% | -48.8% | +29.7% |
| All | +33.3% | +85.8% | -52.5% | +29.7% |
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