+293.1%
ZETA vs NSC
+34.1%
+259.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | +26.5% | +1.6% | +24.8% | +25.2% |
| 30D | +10.3% | +4.2% | +6.1% | +7.3% |
| 3M | +30.5% | -0.2% | +30.8% | +30.1% |
| 6M | +129.4% | +7.6% | +121.8% | +115.1% |
| YTD | +83.1% | +17.4% | +65.8% | +59.6% |
| 1Y | +82.1% | +18.3% | +63.8% | +57.6% |
| 3Y | +352.3% | +79.8% | +272.5% | +177.1% |
| 5Y | +293.1% | +34.3% | +258.8% | +192.9% |
| All | +293.1% | +34.1% | +259.0% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling