+435.8%
VLO vs ZETA
+247.9%
+187.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | +5.2% | +2.7% | +2.6% | +5.0% |
| 30D | +22.6% | +15.8% | +6.8% | +21.4% |
| 3M | +43.8% | +35.4% | +8.4% | +40.6% |
| 6M | +65.7% | +67.1% | -1.4% | +59.3% |
| YTD | +131.1% | +54.1% | +77.0% | +122.6% |
| 1Y | +143.6% | +67.8% | +75.8% | +132.4% |
| 3Y | +201.4% | +311.4% | -110.0% | +155.8% |
| 5Y | +568.9% | +324.8% | +244.1% | +438.1% |
| All | +435.8% | +247.9% | +187.8% | +375.4% |
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