+349.3%
ZETA vs NOC
+55.2%
+294.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.1% | -1.6% | +1.5% | +0.1% |
| 30D | +10.5% | -10.4% | +20.8% | +11.4% |
| 3M | +44.3% | -5.6% | +49.9% | +44.8% |
| 6M | +59.4% | -30.4% | +89.8% | +63.6% |
| YTD | +49.5% | -8.5% | +58.0% | +49.7% |
| 1Y | +62.7% | -8.3% | +71.0% | +63.0% |
| 3Y | +274.6% | +28.2% | +246.4% | +269.0% |
| 5Y | +349.3% | +56.7% | +292.6% | +307.8% |
| All | +349.3% | +55.2% | +294.2% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling