+319.2%
ZETA vs NOC
+59.5%
+259.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +26.5% | +4.5% | +21.9% | +26.2% |
| 30D | +10.3% | +14.1% | -3.8% | +9.4% |
| 3M | +30.5% | -4.5% | +35.0% | +31.1% |
| 6M | +129.4% | -0.8% | +130.1% | +129.4% |
| YTD | +83.1% | -2.5% | +85.7% | +82.8% |
| 1Y | +82.1% | -0.1% | +82.2% | +81.3% |
| 3Y | +352.3% | +24.6% | +327.7% | +345.2% |
| 5Y | +293.1% | +65.6% | +227.6% | +262.7% |
| All | +319.2% | +59.5% | +259.7% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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