+601.6%
VLO vs ZETA
+343.0%
+258.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.4% |
| 7D | +5.8% | -2.4% | +8.2% | +5.9% |
| 30D | +28.3% | +15.6% | +12.8% | +27.2% |
| 3M | +48.7% | +41.5% | +7.2% | +45.3% |
| 6M | +71.9% | +63.4% | +8.5% | +66.0% |
| YTD | +138.7% | +51.3% | +87.4% | +130.8% |
| 1Y | +148.5% | +65.8% | +82.6% | +138.1% |
| 3Y | +192.7% | +279.2% | -86.5% | +154.1% |
| 5Y | +601.6% | +341.8% | +259.9% | +487.7% |
| All | +601.6% | +343.0% | +258.6% | +487.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling