+294.9%
ZETA vs NI
+113.9%
+181.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +18.1% | +4.3% | +13.8% | +16.8% |
| 30D | +13.6% | +12.4% | +1.2% | +9.9% |
| 3M | +23.7% | +10.2% | +13.6% | +20.4% |
| 6M | +128.5% | -0.8% | +129.3% | +128.0% |
| YTD | +80.1% | +13.2% | +66.9% | +69.0% |
| 1Y | +98.0% | +10.1% | +87.9% | +88.1% |
| 3Y | +348.6% | +103.1% | +245.5% | +224.8% |
| All | +294.9% | +113.9% | +181.0% | +177.5% |
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