+246.3%
ZETA vs NUE
+155.2%
+91.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | -2.4% | +1.8% | -4.2% | -3.4% |
| 30D | +15.6% | -6.0% | +21.5% | +18.5% |
| 3M | +41.5% | +1.4% | +40.1% | +39.2% |
| 6M | +63.4% | +52.8% | +10.6% | +31.1% |
| YTD | +51.3% | +58.1% | -6.8% | +18.4% |
| 1Y | +65.8% | +80.4% | -14.6% | +21.3% |
| 3Y | +279.2% | +62.3% | +216.9% | +182.7% |
| 5Y | +341.8% | +146.2% | +195.6% | +160.9% |
| All | +246.3% | +155.2% | +91.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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