+1,024.4%
VRT vs ZETA
+343.0%
+681.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.1% |
| 7D | +13.6% | -2.4% | +16.1% | +14.1% |
| 30D | +6.8% | +15.6% | -8.8% | +3.0% |
| 3M | -3.2% | +41.5% | -44.7% | -11.9% |
| 6M | +20.3% | +63.4% | -43.1% | +4.0% |
| YTD | +79.6% | +51.3% | +28.3% | +55.9% |
| 1Y | +139.0% | +65.8% | +73.2% | +100.2% |
| 3Y | +644.6% | +279.2% | +365.4% | +347.7% |
| 5Y | +1,024.4% | +341.8% | +682.6% | +560.3% |
| All | +1,024.4% | +343.0% | +681.3% | +560.3% |
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