+239.5%
ZETA vs NI
+91.7%
+147.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | 0.0% | -3.8% | -3.7% |
| 30D | +5.7% | -1.4% | +7.1% | +6.0% |
| 3M | +50.4% | -10.6% | +61.0% | +54.0% |
| 6M | +65.5% | -9.3% | +74.8% | +67.9% |
| YTD | +48.3% | +1.1% | +47.2% | +44.4% |
| 1Y | +45.4% | +3.4% | +42.0% | +40.2% |
| 3Y | +270.8% | +67.9% | +202.9% | +201.5% |
| 5Y | +336.1% | +98.0% | +238.2% | +294.9% |
| All | +239.5% | +91.7% | +147.8% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling