+344.5%
ZETA vs NTR
+45.7%
+298.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | +5.7% | +16.8% | -11.1% | +1.8% |
| 3M | +50.4% | +20.7% | +29.7% | +43.5% |
| 6M | +65.5% | +0.5% | +64.9% | +64.0% |
| YTD | +48.3% | +29.2% | +19.1% | +36.5% |
| 1Y | +45.4% | +39.6% | +5.8% | +30.2% |
| 3Y | +270.8% | +37.9% | +232.9% | +225.3% |
| All | +344.5% | +45.7% | +298.8% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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