+137.4%
VRTX vs ZETA
+239.2%
-101.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | -7.8% | -6.5% | -1.3% | -7.5% |
| 30D | -2.8% | +4.8% | -7.7% | -3.1% |
| 3M | +18.1% | +53.3% | -35.2% | +15.4% |
| 6M | +3.1% | +66.8% | -63.7% | 0.0% |
| YTD | +13.5% | +50.2% | -36.7% | +10.4% |
| 1Y | +32.4% | +62.0% | -29.6% | +28.0% |
| 3Y | +50.0% | +276.4% | -226.4% | +35.0% |
| 5Y | +172.9% | +341.6% | -168.7% | +137.5% |
| All | +137.4% | +239.2% | -101.8% | +121.8% |
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