+987.9%
VRT vs ZETA
+247.9%
+739.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.4% | +5.3% |
| 7D | +9.1% | +2.7% | +6.5% | +8.4% |
| 30D | +0.9% | +15.8% | -14.9% | -2.6% |
| 3M | -13.4% | +35.4% | -48.8% | -20.0% |
| 6M | +11.7% | +67.1% | -55.4% | -3.5% |
| YTD | +73.2% | +54.1% | +19.2% | +50.5% |
| 1Y | +123.4% | +67.8% | +55.6% | +88.0% |
| 3Y | +606.2% | +311.4% | +294.7% | +328.6% |
| 5Y | +899.9% | +324.8% | +575.1% | +505.1% |
| All | +987.9% | +247.9% | +739.9% | +537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling