+312.3%
ZETA vs NI
+114.7%
+197.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +18.1% | +4.3% | +13.8% | +17.0% |
| 30D | +13.6% | +12.4% | +1.2% | +10.7% |
| 3M | +23.7% | +10.2% | +13.6% | +21.0% |
| 6M | +128.5% | -0.8% | +129.3% | +128.2% |
| YTD | +80.1% | +13.2% | +66.9% | +71.0% |
| 1Y | +98.0% | +10.1% | +87.9% | +89.9% |
| 3Y | +348.6% | +103.1% | +245.5% | +249.0% |
| 5Y | +286.6% | +115.5% | +171.1% | +232.6% |
| All | +312.3% | +114.7% | +197.6% | +254.0% |
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 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