+13.8%
VRT vs ZETA
+84.8%
-71.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.6% | -15.5% | -13.0% |
| 7D | -15.4% | -5.0% | -10.4% | -15.2% |
| 30D | -19.0% | -3.3% | -15.6% | -18.8% |
| 3M | -23.8% | +31.0% | -54.8% | -24.6% |
| 6M | -37.9% | +72.2% | -110.0% | -38.5% |
| YTD | +27.0% | +56.2% | -29.2% | +25.8% |
| 1Y | +13.8% | +90.3% | -76.5% | +4.4% |
| All | +13.8% | +84.8% | -71.0% | +4.4% |
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 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