+279.2%
ZETA vs NTAP
+153.4%
+125.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.8% |
| 7D | -2.4% | +3.3% | -5.7% | -4.1% |
| 30D | +15.6% | -0.2% | +15.8% | +15.3% |
| 3M | +41.5% | +11.4% | +30.1% | +32.2% |
| 6M | +63.4% | +88.7% | -25.2% | +12.7% |
| YTD | +51.3% | +78.9% | -27.6% | +7.2% |
| 1Y | +65.8% | +58.8% | +7.0% | +25.9% |
| 3Y | +279.2% | +153.5% | +125.6% | +138.9% |
| All | +279.2% | +153.4% | +125.7% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling