+264.7%
ZETA vs NDAQ
+106.2%
+158.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.3% |
| 7D | +6.2% | -0.1% | +6.3% | +6.5% |
| 30D | -2.0% | +15.9% | -17.9% | -14.8% |
| 3M | +21.7% | +15.1% | +6.6% | +6.3% |
| 6M | +89.1% | +22.9% | +66.3% | +54.2% |
| YTD | +59.3% | +12.8% | +46.5% | +40.7% |
| 1Y | +66.2% | +26.0% | +40.2% | +32.6% |
| 3Y | +297.3% | +119.7% | +177.6% | +90.2% |
| 5Y | +227.5% | +65.4% | +162.1% | +84.0% |
| All | +264.7% | +106.2% | +158.5% | +90.4% |
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