+54.3%
VEA vs ZETA
+306.8%
-252.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +2.3% | +18.1% | -15.8% | +0.8% |
| 30D | +0.2% | +13.6% | -13.4% | -0.9% |
| 3M | -5.3% | +23.7% | -29.1% | -7.2% |
| 6M | -0.9% | +128.5% | -129.4% | -8.1% |
| YTD | +12.2% | +80.1% | -67.9% | +5.5% |
| 1Y | +16.1% | +98.0% | -81.9% | +8.1% |
| 3Y | +73.0% | +348.6% | -275.6% | +42.0% |
| 5Y | +53.7% | +286.6% | -232.9% | +22.6% |
| All | +54.3% | +306.8% | -252.5% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling