+297.5%
VST vs ZETA
+280.5%
+17.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.8% | +6.6% |
| 7D | -0.5% | +6.2% | -6.7% | -1.4% |
| 30D | -17.1% | -2.0% | -15.0% | -16.8% |
| 3M | -4.6% | +21.7% | -26.3% | -7.8% |
| 6M | -9.1% | +89.1% | -98.2% | -19.8% |
| YTD | -16.6% | +59.3% | -75.9% | -24.8% |
| 1Y | -29.5% | +66.2% | -95.6% | -37.1% |
| 3Y | +297.5% | +297.3% | +0.2% | +219.7% |
| All | +297.5% | +280.5% | +17.0% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling