+319.2%
ZETA vs NTAP
+151.9%
+167.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -2.2% |
| 7D | +26.5% | +9.9% | +16.6% | +19.5% |
| 30D | +10.3% | -22.1% | +32.4% | +27.8% |
| 3M | +30.5% | -7.7% | +38.2% | +34.5% |
| 6M | +129.4% | +60.9% | +68.4% | +61.2% |
| YTD | +83.1% | +76.4% | +6.7% | +19.8% |
| 1Y | +82.1% | +69.3% | +12.7% | +22.8% |
| 3Y | +352.3% | +154.6% | +197.7% | +112.9% |
| 5Y | +293.1% | +131.4% | +161.7% | +86.6% |
| All | +319.2% | +151.9% | +167.4% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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