+243.8%
ZETA vs NTAP
+147.9%
+95.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -6.5% | -1.0% | -5.5% | -6.0% |
| 30D | +4.8% | -7.5% | +12.3% | +9.7% |
| 3M | +53.3% | +14.6% | +38.7% | +38.8% |
| 6M | +66.8% | +91.0% | -24.2% | +5.6% |
| YTD | +50.2% | +73.7% | -23.5% | +1.0% |
| 1Y | +62.0% | +51.2% | +10.8% | +20.3% |
| 3Y | +276.4% | +146.1% | +130.2% | +85.2% |
| 5Y | +341.6% | +122.8% | +218.8% | +117.3% |
| All | +243.8% | +147.9% | +95.8% | +63.5% |
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