+62.0%
ZETA vs NWSA
+1.3%
+60.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +1.0% |
| 7D | -6.5% | -4.8% | -1.7% | -3.1% |
| 30D | +4.8% | +3.0% | +1.9% | +2.7% |
| 3M | +53.3% | +9.3% | +44.0% | +42.7% |
| 6M | +66.8% | +23.2% | +43.6% | +40.6% |
| YTD | +50.2% | +13.3% | +36.8% | +35.3% |
| 1Y | +62.0% | +2.9% | +59.1% | +59.2% |
| All | +62.0% | +1.3% | +60.7% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling