+152.4%
VRTX vs ZETA
+244.4%
-92.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.4% | +0.6% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | +8.2% | -8.0% | +16.2% | +8.6% |
| 3M | +13.0% | +21.4% | -8.4% | +11.8% |
| 6M | +27.9% | +80.1% | -52.2% | +23.6% |
| YTD | +20.7% | +52.5% | -31.8% | +17.2% |
| 1Y | +31.4% | +58.5% | -27.0% | +27.2% |
| 3Y | +41.8% | +281.7% | -239.9% | +27.5% |
| 5Y | +183.7% | +237.3% | -53.6% | +149.3% |
| All | +152.4% | +244.4% | -92.0% | +135.4% |
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 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