+33.9%
NXPI vs ZETA
+244.2%
-210.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.2% | -6.2% | +0.6% |
| 7D | -0.5% | +13.2% | -13.7% | -2.5% |
| 30D | +15.0% | +6.0% | +9.0% | +13.8% |
| 3M | +12.6% | +27.3% | -14.8% | +7.6% |
| 6M | -10.6% | +104.6% | -115.2% | -22.4% |
| YTD | +22.1% | +72.3% | -50.2% | +8.1% |
| 1Y | +29.8% | +76.3% | -46.6% | +14.0% |
| 3Y | +47.8% | +325.6% | -277.8% | -2.9% |
| 5Y | +33.9% | +254.2% | -220.4% | -19.2% |
| All | +33.9% | +244.2% | -210.3% | -19.2% |
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