+176.4%
VRTX vs ZETA
+343.0%
-166.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | +6.6% | +15.6% | -9.0% | +5.8% |
| 3M | +19.4% | +41.5% | -22.1% | +17.3% |
| 6M | +15.8% | +63.4% | -47.6% | +12.6% |
| YTD | +16.7% | +51.3% | -34.6% | +13.6% |
| 1Y | +33.8% | +65.8% | -32.0% | +29.4% |
| 3Y | +54.2% | +279.2% | -225.0% | +39.9% |
| 5Y | +176.4% | +341.8% | -165.4% | +147.4% |
| All | +176.4% | +343.0% | -166.6% | +147.4% |
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