+137.9%
VGT vs ZETA
+332.4%
-194.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -0.2% | -3.7% | +3.6% | +0.4% |
| 30D | -0.4% | +5.7% | -6.1% | -1.5% |
| 3M | +4.4% | +50.4% | -46.0% | -3.1% |
| 6M | +32.1% | +65.5% | -33.4% | +19.7% |
| YTD | +28.8% | +48.3% | -19.5% | +18.0% |
| 1Y | +35.3% | +45.4% | -10.0% | +23.5% |
| 3Y | +124.8% | +270.8% | -146.0% | +57.2% |
| All | +137.9% | +332.4% | -194.5% | +54.0% |
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 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