+344.5%
ZETA vs NVMI
+261.9%
+82.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | +5.7% | -8.4% | +14.1% | +8.8% |
| 3M | +50.4% | -33.6% | +84.0% | +71.3% |
| 6M | +65.5% | -14.7% | +80.1% | +62.1% |
| YTD | +48.3% | +13.2% | +35.1% | +24.7% |
| 1Y | +45.4% | +29.0% | +16.4% | +14.1% |
| 3Y | +270.8% | +215.0% | +55.8% | +56.0% |
| All | +344.5% | +261.9% | +82.6% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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