+312.3%
ZETA vs NSC
+33.3%
+278.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.7% |
| 7D | +18.1% | +2.5% | +15.6% | +16.5% |
| 30D | +13.6% | +1.7% | +11.9% | +12.2% |
| 3M | +23.7% | -2.6% | +26.3% | +25.1% |
| 6M | +128.5% | +6.4% | +122.1% | +115.7% |
| YTD | +80.1% | +15.5% | +64.6% | +58.7% |
| 1Y | +98.0% | +17.6% | +80.4% | +71.9% |
| 3Y | +348.6% | +75.0% | +273.6% | +183.3% |
| 5Y | +286.6% | +32.2% | +254.4% | +196.9% |
| All | +312.3% | +33.3% | +278.9% | +195.8% |
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