-20.9%
VST vs ZETA
+73.8%
-94.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.3% | +5.3% | +10.5% |
| 7D | -9.8% | -0.4% | -9.4% | -9.9% |
| 30D | -25.1% | -8.0% | -17.1% | -25.5% |
| 3M | -11.6% | +21.4% | -33.0% | -9.6% |
| 6M | -20.9% | +80.1% | -101.0% | -16.4% |
| All | -20.9% | +73.8% | -94.8% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling