+711.0%
VST vs ZETA
+306.8%
+404.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.9% |
| 7D | +6.6% | +18.1% | -11.5% | +4.3% |
| 30D | -12.4% | +13.6% | -25.9% | -13.8% |
| 3M | -9.0% | +23.7% | -32.7% | -11.6% |
| 6M | -6.4% | +128.5% | -134.9% | -17.0% |
| YTD | -17.2% | +80.1% | -97.3% | -24.7% |
| 1Y | -22.0% | +98.0% | -120.0% | -30.1% |
| 3Y | +296.7% | +348.6% | -51.9% | +217.4% |
| 5Y | +637.6% | +286.6% | +351.0% | +475.1% |
| All | +711.0% | +306.8% | +404.2% | +487.0% |
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