+280.7%
ZETA vs NVTS
-17.0%
+297.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.8% |
| 7D | -0.1% | +3.5% | -3.5% | -0.6% |
| 30D | +10.5% | -11.9% | +22.4% | +11.8% |
| 3M | +44.3% | -49.2% | +93.5% | +54.5% |
| 6M | +59.4% | +38.4% | +21.0% | +43.1% |
| YTD | +49.5% | +62.5% | -13.0% | +29.9% |
| 1Y | +62.7% | +101.4% | -38.7% | +33.8% |
| 3Y | +274.6% | +40.4% | +234.2% | +199.5% |
| All | +280.7% | -17.0% | +297.8% | +213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling