+239.5%
ZETA vs NYT
+68.1%
+171.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -3.7% | -0.6% | -3.1% | -3.4% |
| 30D | +5.7% | +4.6% | +1.1% | +2.6% |
| 3M | +50.4% | -9.6% | +60.0% | +56.4% |
| 6M | +65.5% | -14.0% | +79.5% | +76.4% |
| YTD | +48.3% | -2.8% | +51.1% | +44.8% |
| 1Y | +45.4% | +15.6% | +29.8% | +24.5% |
| 3Y | +270.8% | +56.3% | +214.4% | +155.4% |
| 5Y | +336.1% | +39.5% | +296.6% | +193.2% |
| All | +239.5% | +68.1% | +171.4% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling