+17.7%
NXPI vs ZETA
+343.0%
-325.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.5% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | -6.6% | +15.6% | -22.2% | -9.0% |
| 3M | -25.4% | +41.5% | -66.9% | -30.2% |
| 6M | +11.9% | +63.4% | -51.5% | +1.1% |
| YTD | +4.0% | +51.3% | -47.3% | -5.3% |
| 1Y | +1.0% | +65.8% | -64.8% | -10.2% |
| 3Y | +16.3% | +279.2% | -262.9% | -19.6% |
| 5Y | +17.7% | +341.8% | -324.0% | -25.1% |
| All | +17.7% | +343.0% | -325.3% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling