+67.8%
ZETA vs NTRS
+47.2%
+20.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.3% |
| 30D | +15.8% | +1.7% | +14.1% | +13.8% |
| 3M | +35.4% | +8.9% | +26.6% | +24.8% |
| 6M | +67.1% | +30.6% | +36.5% | +24.7% |
| YTD | +54.1% | +38.7% | +15.4% | +6.6% |
| 1Y | +67.8% | +48.1% | +19.7% | +7.3% |
| All | +67.8% | +47.2% | +20.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling