+356.2%
ZETA vs NSC
+80.6%
+275.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +26.5% | +1.6% | +24.8% | +25.5% |
| 30D | +10.3% | +4.2% | +6.1% | +8.0% |
| 3M | +30.5% | -0.2% | +30.8% | +30.3% |
| 6M | +129.4% | +7.6% | +121.8% | +117.8% |
| YTD | +83.1% | +17.4% | +65.8% | +63.1% |
| 1Y | +82.1% | +18.3% | +63.8% | +61.1% |
| All | +356.2% | +80.6% | +275.5% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling