+246.3%
ZETA vs NVMI
+279.8%
-33.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | -2.4% | +11.7% | -14.1% | -6.7% |
| 30D | +15.6% | -4.0% | +19.6% | +16.8% |
| 3M | +41.5% | -25.8% | +67.3% | +53.0% |
| 6M | +63.4% | -8.3% | +71.7% | +55.0% |
| YTD | +51.3% | +14.8% | +36.5% | +27.0% |
| 1Y | +65.8% | +37.9% | +27.9% | +26.9% |
| 3Y | +279.2% | +216.3% | +62.9% | +63.3% |
| 5Y | +341.8% | +277.2% | +64.6% | +78.6% |
| All | +246.3% | +279.8% | -33.5% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling