+243.8%
ZETA vs NTRS
+82.9%
+160.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.5% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | +4.8% | +0.2% | +4.7% | +4.5% |
| 3M | +53.3% | +13.2% | +40.1% | +40.4% |
| 6M | +66.8% | +36.9% | +29.9% | +33.2% |
| YTD | +50.2% | +39.1% | +11.1% | +19.3% |
| 1Y | +62.0% | +50.4% | +11.6% | +22.7% |
| 3Y | +276.4% | +166.8% | +109.6% | +99.8% |
| 5Y | +341.6% | +92.9% | +248.7% | +183.9% |
| All | +243.8% | +82.9% | +160.8% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling