+239.5%
ZETA vs NVT
+435.7%
-196.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.9% | -3.4% |
| 7D | -3.7% | +4.1% | -7.8% | -5.7% |
| 30D | +5.7% | -5.1% | +10.8% | +7.6% |
| 3M | +50.4% | -1.2% | +51.6% | +46.7% |
| 6M | +65.5% | +46.6% | +18.9% | +26.3% |
| YTD | +48.3% | +60.0% | -11.7% | +6.4% |
| 1Y | +45.4% | +70.8% | -25.4% | +0.6% |
| 3Y | +270.8% | +187.5% | +83.2% | +77.7% |
| 5Y | +336.1% | +426.1% | -90.0% | +37.7% |
| All | +239.5% | +435.7% | -196.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling