+344.5%
ZETA vs NRG
+194.8%
+149.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.7% |
| 7D | -3.7% | -4.7% | +0.9% | -2.6% |
| 30D | +5.7% | -6.0% | +11.7% | +7.0% |
| 3M | +50.4% | -8.0% | +58.4% | +50.0% |
| 6M | +65.5% | -23.2% | +88.6% | +72.3% |
| YTD | +48.3% | -28.1% | +76.4% | +56.6% |
| 1Y | +45.4% | -27.3% | +72.6% | +52.8% |
| 3Y | +270.8% | +208.7% | +62.1% | +91.2% |
| All | +344.5% | +194.8% | +149.7% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling