+213.4%
ZETA vs NDAQ
+62.3%
+151.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.0% |
| 7D | -0.4% | +0.8% | -1.3% | -1.2% |
| 30D | -8.0% | +16.5% | -24.6% | -20.6% |
| 3M | +21.4% | +13.5% | +7.9% | +7.2% |
| 6M | +80.1% | +20.9% | +59.2% | +48.6% |
| YTD | +52.5% | +11.4% | +41.1% | +36.0% |
| 1Y | +58.5% | +25.9% | +32.6% | +26.0% |
| 3Y | +281.7% | +119.9% | +161.8% | +79.7% |
| All | +213.4% | +62.3% | +151.2% | +75.7% |
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