+307.8%
ZETA vs NVD
-99.1%
+407.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.7% | +10.8% | -14.6% | -2.0% |
| 30D | +5.7% | +0.8% | +5.0% | +6.5% |
| 3M | +50.4% | -20.8% | +71.3% | +46.6% |
| 6M | +65.5% | -41.2% | +106.6% | +55.8% |
| YTD | +48.3% | -44.2% | +92.5% | +39.8% |
| 1Y | +45.4% | -54.2% | +99.5% | +34.7% |
| 3Y | +270.8% | -99.1% | +369.9% | +119.1% |
| All | +307.8% | -99.1% | +407.0% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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