+45.4%
ZETA vs NI
+4.4%
+41.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | -3.7% | 0.0% | -3.8% | -3.7% |
| 30D | +5.7% | -1.4% | +7.1% | +4.9% |
| 3M | +50.4% | -10.6% | +61.0% | +43.3% |
| 6M | +65.5% | -9.3% | +74.8% | +57.9% |
| YTD | +48.3% | +1.1% | +47.2% | +39.6% |
| 1Y | +45.4% | +3.4% | +42.0% | +37.7% |
| All | +45.4% | +4.4% | +41.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling