+349.3%
ZETA vs NWSA
+40.1%
+309.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -0.1% | -3.1% | +3.0% | +2.8% |
| 30D | +10.5% | +4.3% | +6.2% | +6.5% |
| 3M | +44.3% | +9.2% | +35.1% | +32.9% |
| 6M | +59.4% | +21.6% | +37.9% | +33.0% |
| YTD | +49.5% | +14.2% | +35.3% | +31.6% |
| 1Y | +62.7% | +1.8% | +60.9% | +58.5% |
| 3Y | +274.6% | +44.4% | +230.2% | +178.1% |
| 5Y | +349.3% | +41.0% | +308.4% | +232.5% |
| All | +349.3% | +40.1% | +309.3% | +232.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling