+252.6%
ZETA vs NI
+91.6%
+161.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | +2.7% | +2.0% | +0.6% | +2.2% |
| 30D | +15.8% | -3.5% | +19.4% | +16.7% |
| 3M | +35.4% | -9.1% | +44.5% | +37.9% |
| 6M | +67.1% | -11.8% | +79.0% | +71.2% |
| YTD | +54.1% | +1.1% | +53.0% | +50.0% |
| 1Y | +67.8% | +6.7% | +61.1% | +60.1% |
| 3Y | +311.4% | +71.1% | +240.3% | +232.9% |
| 5Y | +324.8% | +94.3% | +230.5% | +281.0% |
| All | +252.6% | +91.6% | +161.0% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling