+243.8%
ZETA vs NWSA
+15.9%
+227.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +1.1% |
| 7D | -6.5% | -4.8% | -1.7% | -2.5% |
| 30D | +4.8% | +3.0% | +1.9% | +2.2% |
| 3M | +53.3% | +9.3% | +44.0% | +41.2% |
| 6M | +66.8% | +23.2% | +43.6% | +38.0% |
| YTD | +50.2% | +13.3% | +36.8% | +33.4% |
| 1Y | +62.0% | +2.9% | +59.1% | +56.4% |
| 3Y | +276.4% | +43.3% | +233.0% | +183.5% |
| 5Y | +341.6% | +40.9% | +300.7% | +239.9% |
| All | +243.8% | +15.9% | +227.8% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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