+462.1%
VLO vs ZETA
+237.6%
+224.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +23.5% | +10.5% | +13.0% | +22.6% |
| 3M | +53.9% | +44.3% | +9.5% | +49.8% |
| 6M | +81.7% | +59.4% | +22.2% | +75.1% |
| YTD | +142.5% | +49.5% | +93.0% | +134.0% |
| 1Y | +145.4% | +62.7% | +82.8% | +134.6% |
| 3Y | +197.3% | +274.6% | -77.3% | +154.3% |
| 5Y | +614.6% | +349.3% | +265.3% | +467.3% |
| All | +462.1% | +237.6% | +224.5% | +399.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling