+341.6%
ZETA vs NI
+94.6%
+247.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | +4.8% | -1.4% | +6.2% | +5.2% |
| 3M | +53.3% | -10.6% | +63.9% | +57.4% |
| 6M | +66.8% | -9.9% | +76.7% | +69.9% |
| YTD | +50.2% | +1.2% | +49.0% | +45.8% |
| 1Y | +62.0% | +4.4% | +57.6% | +55.2% |
| 3Y | +276.4% | +68.6% | +207.8% | +197.4% |
| 5Y | +341.6% | +98.0% | +243.6% | +309.1% |
| All | +341.6% | +94.6% | +247.0% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling