+425.6%
VLO vs ZETA
+318.9%
+106.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.6% | -3.9% | +3.2% |
| 7D | -0.4% | +18.8% | -19.2% | -1.6% |
| 30D | -16.6% | +12.6% | -29.2% | -17.3% |
| 3M | +12.3% | +29.5% | -17.2% | +10.2% |
| 6M | +47.8% | +128.6% | -80.7% | +39.4% |
| YTD | +126.7% | +85.5% | +41.3% | +115.5% |
| 1Y | +105.4% | +90.6% | +14.8% | +94.6% |
| 3Y | +222.0% | +358.0% | -136.0% | +172.0% |
| 5Y | +449.8% | +282.0% | +167.9% | +346.4% |
| All | +425.6% | +318.9% | +106.8% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling