+344.5%
ZETA vs NSC
+42.7%
+301.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -3.7% | -2.8% | -0.9% | -2.0% |
| 30D | +5.7% | -4.5% | +10.2% | +8.7% |
| 3M | +50.4% | +3.5% | +46.9% | +45.4% |
| 6M | +65.5% | +8.5% | +56.9% | +52.9% |
| YTD | +48.3% | +12.3% | +36.0% | +33.0% |
| 1Y | +45.4% | +18.9% | +26.4% | +24.6% |
| 3Y | +270.8% | +74.1% | +196.6% | +129.2% |
| All | +344.5% | +42.7% | +301.8% | +153.7% |
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