+277.7%
ZETA vs NVTS
-16.8%
+294.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.8% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | +5.7% | -16.5% | +22.2% | +7.7% |
| 3M | +50.4% | -47.6% | +98.1% | +60.5% |
| 6M | +65.5% | +7.3% | +58.2% | +54.3% |
| YTD | +48.3% | +62.9% | -14.6% | +28.8% |
| 1Y | +45.4% | +91.3% | -45.9% | +20.3% |
| 3Y | +270.8% | +43.4% | +227.4% | +194.1% |
| All | +277.7% | -16.8% | +294.5% | +210.7% |
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