+252.6%
ZETA vs NDAQ
+83.5%
+169.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.3% |
| 7D | +2.7% | -2.4% | +5.1% | +5.2% |
| 30D | +15.8% | +2.5% | +13.4% | +13.3% |
| 3M | +35.4% | +9.9% | +25.5% | +23.0% |
| 6M | +67.1% | +9.4% | +57.7% | +53.0% |
| YTD | +54.1% | +0.4% | +53.6% | +52.5% |
| 1Y | +67.8% | +4.0% | +63.8% | +61.0% |
| 3Y | +311.4% | +94.4% | +217.0% | +121.0% |
| 5Y | +324.8% | +56.7% | +268.1% | +142.7% |
| All | +252.6% | +83.5% | +169.1% | +106.4% |
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