+90.3%
ZETA vs NRG
-50.8%
+141.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.5% | +16.1% | +3.0% |
| 7D | -5.0% | -13.7% | +8.7% | -4.7% |
| 30D | -3.3% | -13.6% | +10.2% | -2.9% |
| 3M | +31.0% | -28.5% | +59.5% | +32.3% |
| 6M | +72.2% | -45.8% | +117.9% | +79.3% |
| YTD | +56.2% | -46.9% | +103.1% | +62.3% |
| 1Y | +90.3% | -49.7% | +140.0% | +105.8% |
| All | +90.3% | -50.8% | +141.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling