+145.4%
VLO vs ZETA
+63.2%
+82.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +22.8% |
| 3M | +53.9% | +44.3% | +9.5% | +50.5% |
| 6M | +81.7% | +59.4% | +22.2% | +77.2% |
| YTD | +142.5% | +49.5% | +93.0% | +134.8% |
| 1Y | +145.4% | +62.7% | +82.8% | +137.0% |
| All | +145.4% | +63.2% | +82.2% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling