+294.5%
ZETA vs NDAQ
+109.1%
+185.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.8% | +6.9% |
| 7D | +13.2% | +2.9% | +10.4% | +10.7% |
| 30D | +6.0% | +17.5% | -11.5% | -8.9% |
| 3M | +27.3% | +15.4% | +11.9% | +11.0% |
| 6M | +104.6% | +24.6% | +80.0% | +64.9% |
| YTD | +72.3% | +14.4% | +57.9% | +50.4% |
| 1Y | +76.3% | +26.9% | +49.4% | +39.9% |
| 3Y | +325.6% | +119.8% | +205.8% | +103.8% |
| 5Y | +254.2% | +70.5% | +183.7% | +94.6% |
| All | +294.5% | +109.1% | +185.4% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling