+54.0%
VEA vs ZETA
+281.0%
-227.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.3% | +18.1% | -15.8% | +0.7% |
| 30D | +0.2% | +13.6% | -13.4% | -1.0% |
| 3M | -5.3% | +23.7% | -29.1% | -7.3% |
| 6M | -0.9% | +128.5% | -129.4% | -8.7% |
| YTD | +12.2% | +80.1% | -67.9% | +4.9% |
| 1Y | +16.1% | +98.0% | -81.9% | +7.5% |
| 3Y | +73.0% | +348.6% | -275.6% | +37.9% |
| All | +54.0% | +281.0% | -227.0% | +18.1% |
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