+317.5%
ZETA vs NXT
+231.9%
+85.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +7.5% |
| 7D | +18.8% | -5.7% | +24.5% | +20.0% |
| 30D | +12.6% | +18.5% | -5.9% | +8.9% |
| 3M | +29.5% | -4.1% | +33.6% | +29.7% |
| 6M | +128.6% | -20.3% | +148.9% | +134.0% |
| YTD | +85.5% | +15.5% | +70.0% | +74.3% |
| 1Y | +90.6% | -5.0% | +95.6% | +85.5% |
| 3Y | +358.0% | +191.6% | +166.4% | +256.9% |
| All | +317.5% | +231.9% | +85.6% | +214.2% |
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