+243.8%
ZETA vs NRG
+249.5%
-5.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.3% |
| 7D | -6.5% | -0.2% | -6.3% | -6.6% |
| 30D | +4.8% | -6.8% | +11.6% | +6.3% |
| 3M | +53.3% | -7.1% | +60.5% | +52.3% |
| 6M | +66.8% | -27.6% | +94.4% | +76.6% |
| YTD | +50.2% | -29.2% | +79.4% | +59.0% |
| 1Y | +62.0% | -29.9% | +91.9% | +71.9% |
| 3Y | +276.4% | +198.7% | +77.7% | +104.5% |
| 5Y | +341.6% | +192.9% | +148.7% | +133.2% |
| All | +243.8% | +249.5% | -5.7% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling