+246.8%
ZETA vs NXT
+178.8%
+68.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.3% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +15.8% | -15.3% | +31.2% | +19.3% |
| 3M | +35.4% | -43.8% | +79.2% | +49.0% |
| 6M | +67.1% | -18.7% | +85.8% | +69.2% |
| YTD | +54.1% | -3.0% | +57.1% | +50.2% |
| 1Y | +67.8% | +22.7% | +45.1% | +58.1% |
| 3Y | +311.4% | +95.9% | +215.5% | +244.2% |
| All | +246.8% | +178.8% | +68.0% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling