+252.6%
ZETA vs NVT
+414.7%
-162.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.3% |
| 7D | +2.7% | +5.1% | -2.4% | +0.3% |
| 30D | +15.8% | -3.7% | +19.5% | +17.2% |
| 3M | +35.4% | -10.1% | +45.6% | +38.7% |
| 6M | +67.1% | +37.5% | +29.7% | +31.8% |
| YTD | +54.1% | +53.7% | +0.3% | +12.8% |
| 1Y | +67.8% | +70.9% | -3.0% | +15.8% |
| 3Y | +311.4% | +180.4% | +131.0% | +99.1% |
| 5Y | +324.8% | +393.5% | -68.7% | +36.8% |
| All | +252.6% | +414.7% | -162.1% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling