+354.8%
ZETA vs NTAP
+135.4%
+219.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -3.0% |
| 7D | -2.4% | +3.3% | -5.7% | -4.4% |
| 30D | +15.6% | -0.2% | +15.8% | +15.2% |
| 3M | +41.5% | +11.4% | +30.1% | +30.6% |
| 6M | +63.4% | +88.7% | -25.2% | +4.0% |
| YTD | +51.3% | +78.9% | -27.6% | -0.6% |
| 1Y | +65.8% | +58.8% | +7.0% | +18.9% |
| 3Y | +279.2% | +153.5% | +125.6% | +80.8% |
| All | +354.8% | +135.4% | +219.4% | +119.2% |
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