+653.4%
VRT vs ZETA
+289.2%
+364.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.2% | -11.3% | -4.9% |
| 7D | -17.7% | +13.2% | -30.9% | -19.9% |
| 30D | -20.0% | +6.0% | -26.0% | -21.0% |
| 3M | -28.1% | +27.3% | -55.4% | -32.1% |
| 6M | -42.8% | +104.6% | -147.5% | -52.6% |
| YTD | +20.0% | +72.3% | -52.4% | +1.4% |
| 1Y | +3.5% | +76.3% | -72.8% | -13.2% |
| 3Y | +366.1% | +325.6% | +40.5% | +181.6% |
| 5Y | +632.2% | +254.2% | +377.9% | +323.6% |
| All | +653.4% | +289.2% | +364.1% | +329.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling