+341.8%
ZETA vs NDAQ
+55.5%
+286.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | 0.0% |
| 7D | -2.4% | -2.6% | +0.1% | +0.2% |
| 30D | +15.6% | +0.5% | +15.1% | +15.2% |
| 3M | +41.5% | +9.9% | +31.6% | +28.1% |
| 6M | +63.4% | +8.2% | +55.2% | +50.9% |
| YTD | +51.3% | -1.5% | +52.8% | +52.5% |
| 1Y | +65.8% | +1.3% | +64.5% | +63.0% |
| 3Y | +279.2% | +92.6% | +186.6% | +100.3% |
| 5Y | +341.8% | +53.8% | +287.9% | +157.7% |
| All | +341.8% | +55.5% | +286.3% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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