+164.2%
VGT vs ZETA
+247.9%
-83.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.0% |
| 7D | +1.0% | +2.7% | -1.7% | +0.5% |
| 30D | +1.3% | +15.8% | -14.5% | -1.2% |
| 3M | -1.1% | +35.4% | -36.6% | -6.4% |
| 6M | +32.6% | +67.1% | -34.5% | +20.6% |
| YTD | +29.0% | +54.1% | -25.1% | +18.0% |
| 1Y | +39.7% | +67.8% | -28.1% | +25.0% |
| 3Y | +120.9% | +311.4% | -190.5% | +55.6% |
| 5Y | +133.6% | +324.8% | -191.2% | +57.3% |
| All | +164.2% | +247.9% | -83.7% | +79.5% |
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