+279.2%
ZETA vs NVTS
+45.8%
+233.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | -2.4% | +9.7% | -12.1% | -3.0% |
| 30D | +15.6% | -13.6% | +29.2% | +16.4% |
| 3M | +41.5% | -51.0% | +92.5% | +46.7% |
| 6M | +63.4% | +46.3% | +17.1% | +54.4% |
| YTD | +51.3% | +68.1% | -16.8% | +41.3% |
| 1Y | +65.8% | +113.9% | -48.1% | +51.7% |
| 3Y | +279.2% | +45.3% | +233.9% | +282.0% |
| All | +279.2% | +45.8% | +233.4% | +282.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling