+358.7%
ZETA vs NVTS
-36.0%
+394.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -0.9% |
| 7D | +18.1% | +3.9% | +14.2% | +17.5% |
| 30D | +13.6% | -4.3% | +17.9% | +13.9% |
| 3M | +23.7% | -34.5% | +58.2% | +29.1% |
| 6M | +128.5% | -57.7% | +186.2% | +144.8% |
| YTD | +80.1% | +25.4% | +54.7% | +60.5% |
| 1Y | +98.0% | +13.1% | +84.9% | +78.6% |
| 3Y | +348.6% | +48.9% | +299.7% | +228.9% |
| 5Y | +286.6% | -51.8% | +338.4% | +230.4% |
| All | +358.7% | -36.0% | +394.7% | +287.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling