+264.7%
ZETA vs NIO
-92.0%
+356.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +6.2% | +6.9% | -0.7% | +4.6% |
| 30D | -2.0% | -4.7% | +2.7% | -0.8% |
| 3M | +21.7% | -28.1% | +49.8% | +31.2% |
| 6M | +89.1% | -41.7% | +130.9% | +113.0% |
| YTD | +59.3% | -33.1% | +92.4% | +71.0% |
| 1Y | +66.2% | -50.3% | +116.5% | +91.3% |
| 3Y | +297.3% | -54.4% | +351.7% | +323.1% |
| 5Y | +227.5% | -91.6% | +319.1% | +437.2% |
| All | +264.7% | -92.0% | +356.7% | +494.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling