+919.5%
VRT vs ZETA
+237.6%
+681.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -9.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -2.7% | +10.5% | -13.1% | -5.0% |
| 3M | -9.2% | +44.3% | -53.5% | -17.4% |
| 6M | -0.5% | +59.4% | -59.9% | -13.1% |
| YTD | +62.3% | +49.5% | +12.9% | +42.0% |
| 1Y | +109.6% | +62.7% | +46.9% | +77.6% |
| 3Y | +573.1% | +274.6% | +298.4% | +318.3% |
| 5Y | +953.6% | +349.3% | +604.3% | +540.7% |
| All | +919.5% | +237.6% | +681.9% | +501.8% |
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 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