+254.2%
ZETA vs NTAP
+114.4%
+139.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +13.2% | -7.8% | +21.0% | +18.9% |
| 30D | +6.0% | -25.8% | +31.8% | +26.3% |
| 3M | +27.3% | -11.2% | +38.6% | +34.2% |
| 6M | +104.6% | +49.9% | +54.7% | +50.2% |
| YTD | +72.3% | +66.9% | +5.5% | +16.6% |
| 1Y | +76.3% | +58.8% | +17.5% | +23.6% |
| 3Y | +325.6% | +140.8% | +184.8% | +106.3% |
| 5Y | +254.2% | +115.0% | +139.2% | +73.1% |
| All | +254.2% | +114.4% | +139.8% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling