+120.7%
VLO vs ZETA
+81.4%
+39.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +9.6% | +18.1% | -8.5% | +8.8% |
| 30D | -17.4% | +13.6% | -31.0% | -17.9% |
| 3M | +10.8% | +23.7% | -13.0% | +9.5% |
| 6M | +56.9% | +128.5% | -71.5% | +50.0% |
| YTD | +136.8% | +80.1% | +56.7% | +124.8% |
| 1Y | +120.7% | +98.0% | +22.7% | +107.3% |
| All | +120.7% | +81.4% | +39.2% | +107.3% |
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