+252.6%
ZETA vs NSC
+33.4%
+219.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | +2.7% | -5.5% | +8.2% | +6.2% |
| 30D | +15.8% | -3.2% | +19.0% | +17.9% |
| 3M | +35.4% | +7.7% | +27.7% | +27.7% |
| 6M | +67.1% | +4.5% | +62.6% | +59.2% |
| YTD | +54.1% | +15.6% | +38.5% | +36.2% |
| 1Y | +67.8% | +19.8% | +48.0% | +44.3% |
| 3Y | +311.4% | +70.1% | +241.3% | +165.9% |
| 5Y | +324.8% | +46.1% | +278.7% | +200.9% |
| All | +252.6% | +33.4% | +219.2% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling