+713.2%
VRT vs ZETA
+313.7%
+399.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.8% |
| 7D | +18.6% | +26.5% | -7.8% | +12.5% |
| 30D | -11.7% | +10.3% | -21.9% | -13.5% |
| 3M | -27.3% | +30.5% | -57.8% | -31.8% |
| 6M | -42.9% | +129.4% | -172.2% | -53.8% |
| YTD | +29.5% | +83.1% | -53.7% | +8.0% |
| 1Y | +21.0% | +82.1% | -61.0% | +1.0% |
| 3Y | +403.1% | +352.3% | +50.8% | +199.9% |
| 5Y | +688.8% | +293.1% | +395.7% | +350.8% |
| All | +713.2% | +313.7% | +399.5% | +357.8% |
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