+252.6%
ZETA vs NWSA
+19.5%
+233.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -2.5% |
| 7D | +2.7% | -1.9% | +4.5% | +4.4% |
| 30D | +15.8% | +4.6% | +11.2% | +11.0% |
| 3M | +35.4% | +13.2% | +22.2% | +20.9% |
| 6M | +67.1% | +27.0% | +40.1% | +34.7% |
| YTD | +54.1% | +16.8% | +37.2% | +33.3% |
| 1Y | +67.8% | +4.5% | +63.3% | +59.7% |
| 3Y | +311.4% | +46.2% | +265.2% | +204.5% |
| 5Y | +324.8% | +40.9% | +283.9% | +221.7% |
| All | +252.6% | +19.5% | +233.1% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling