+243.8%
ZETA vs NOC
+50.7%
+193.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -6.5% | -1.8% | -4.7% | -6.4% |
| 30D | +4.8% | -9.4% | +14.3% | +5.6% |
| 3M | +53.3% | -3.8% | +57.2% | +53.6% |
| 6M | +66.8% | -28.8% | +95.6% | +70.5% |
| YTD | +50.2% | -7.9% | +58.1% | +50.3% |
| 1Y | +62.0% | -9.0% | +71.1% | +62.5% |
| 3Y | +276.4% | +29.1% | +247.3% | +271.5% |
| 5Y | +341.6% | +58.9% | +282.7% | +323.7% |
| All | +243.8% | +50.7% | +193.0% | +226.6% |
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