+567.3%
VRT vs ZETA
+232.9%
+334.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +2.1% |
| 7D | -21.4% | -0.4% | -20.9% | -21.2% |
| 30D | -25.8% | -8.0% | -17.8% | -24.2% |
| 3M | -33.5% | +21.4% | -54.9% | -37.0% |
| 6M | -49.0% | +80.1% | -129.1% | -57.4% |
| YTD | +12.9% | +52.5% | -39.5% | -3.6% |
| 1Y | 0.0% | +58.5% | -58.5% | -15.8% |
| 3Y | +361.8% | +281.7% | +80.1% | +155.4% |
| All | +567.3% | +232.9% | +334.4% | +252.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling