+240.6%
ZETA vs NXT
+181.9%
+58.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -2.4% | +2.9% | -5.3% | -2.9% |
| 30D | +15.6% | -17.2% | +32.8% | +19.6% |
| 3M | +41.5% | -32.0% | +73.5% | +50.5% |
| 6M | +63.4% | -15.8% | +79.2% | +64.3% |
| YTD | +51.3% | -1.9% | +53.2% | +47.2% |
| 1Y | +65.8% | +22.5% | +43.3% | +56.2% |
| 3Y | +279.2% | +100.5% | +178.6% | +215.8% |
| All | +240.6% | +181.9% | +58.7% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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