+243.8%
ZETA vs NSC
+30.9%
+212.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -1.4% | -5.1% | -5.7% |
| 30D | +4.8% | -3.4% | +8.2% | +6.9% |
| 3M | +53.3% | +5.1% | +48.3% | +46.9% |
| 6M | +66.8% | +9.2% | +57.6% | +54.0% |
| YTD | +50.2% | +13.4% | +36.8% | +34.3% |
| 1Y | +62.0% | +20.8% | +41.2% | +38.3% |
| 3Y | +276.4% | +76.1% | +200.3% | +136.6% |
| 5Y | +341.6% | +45.3% | +296.3% | +215.7% |
| All | +243.8% | +30.9% | +212.8% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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