+588.3%
VST vs ZETA
+227.1%
+361.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.1% | -5.3% |
| 7D | -19.9% | -10.0% | -9.9% | -18.9% |
| 30D | -29.7% | -10.6% | -19.1% | -28.7% |
| 3M | -19.6% | +8.9% | -28.4% | -20.6% |
| 6M | -29.4% | +65.1% | -94.5% | -34.7% |
| YTD | -29.7% | +44.8% | -74.5% | -34.3% |
| 1Y | -40.0% | +47.8% | -87.8% | -44.2% |
| 3Y | +231.0% | +248.8% | -17.8% | +173.0% |
| 5Y | +500.1% | +220.3% | +279.7% | +380.3% |
| All | +588.3% | +227.1% | +361.2% | +412.2% |
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