+123.4%
VRT vs ZETA
+68.7%
+54.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.4% | +4.6% |
| 7D | +9.1% | +2.7% | +6.5% | +8.9% |
| 30D | +0.9% | +15.8% | -14.9% | 0.0% |
| 3M | -13.4% | +35.4% | -48.8% | -14.1% |
| 6M | +11.7% | +67.1% | -55.4% | +8.8% |
| YTD | +73.2% | +54.1% | +19.2% | +69.5% |
| 1Y | +123.4% | +67.8% | +55.6% | +111.8% |
| All | +123.4% | +68.7% | +54.7% | +111.8% |
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