+406.8%
VLO vs ZETA
+289.2%
+117.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -2.2% |
| 7D | -9.5% | +13.2% | -22.8% | -10.3% |
| 30D | -19.1% | +6.0% | -25.1% | -19.5% |
| 3M | +11.4% | +27.3% | -16.0% | +9.4% |
| 6M | +46.7% | +104.6% | -57.9% | +39.3% |
| YTD | +118.6% | +72.3% | +46.3% | +108.8% |
| 1Y | +99.9% | +76.3% | +23.6% | +90.3% |
| 3Y | +210.5% | +325.6% | -115.1% | +163.5% |
| 5Y | +432.7% | +254.2% | +178.4% | +334.6% |
| All | +406.8% | +289.2% | +117.6% | +345.8% |
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