+59.4%
VEA vs ZETA
+352.7%
-293.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.1% | -6.5% | +4.4% | -1.5% |
| 30D | -1.1% | +4.8% | -5.9% | -1.5% |
| 3M | +5.1% | +53.3% | -48.3% | +1.0% |
| 6M | +9.8% | +66.8% | -57.0% | +4.3% |
| YTD | +15.9% | +50.2% | -34.2% | +10.6% |
| 1Y | +24.6% | +62.0% | -37.5% | +17.5% |
| 3Y | +75.5% | +276.4% | -200.8% | +44.7% |
| 5Y | +59.4% | +341.6% | -282.2% | +25.7% |
| All | +59.4% | +352.7% | -293.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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