+699.8%
VST vs ZETA
+289.2%
+410.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.2% | -10.2% | -3.1% |
| 7D | -6.0% | +13.2% | -19.3% | -7.5% |
| 30D | -18.8% | +6.0% | -24.7% | -19.4% |
| 3M | -8.0% | +27.3% | -35.4% | -11.0% |
| 6M | -10.9% | +104.6% | -115.5% | -19.8% |
| YTD | -18.3% | +72.3% | -90.7% | -25.3% |
| 1Y | -29.9% | +76.3% | -106.2% | -36.2% |
| 3Y | +290.3% | +325.6% | -35.3% | +214.3% |
| 5Y | +635.3% | +254.2% | +381.1% | +477.6% |
| All | +699.8% | +289.2% | +410.6% | +482.3% |
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