+90.3%
ZETA vs NVTS
-9.1%
+99.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.0% | -6.4% | +1.9% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -3.3% | -24.4% | +21.0% | -1.5% |
| 3M | +31.0% | -26.5% | +57.5% | +33.3% |
| 6M | +72.2% | -41.4% | +113.6% | +70.4% |
| YTD | +56.2% | +30.7% | +25.5% | +31.5% |
| 1Y | +90.3% | -10.8% | +101.1% | +66.8% |
| All | +90.3% | -9.1% | +99.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling