+660.9%
VST vs ZETA
+244.4%
+416.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.3% | +5.3% | +9.9% |
| 7D | -9.8% | -0.4% | -9.4% | -9.7% |
| 30D | -25.1% | -8.0% | -17.1% | -24.3% |
| 3M | -11.6% | +21.4% | -33.0% | -13.9% |
| 6M | -20.9% | +80.1% | -101.0% | -27.6% |
| YTD | -22.3% | +52.5% | -74.8% | -27.8% |
| 1Y | -32.0% | +58.5% | -90.5% | -37.3% |
| 3Y | +262.4% | +281.7% | -19.3% | +196.1% |
| 5Y | +563.4% | +237.3% | +326.1% | +427.8% |
| All | +660.9% | +244.4% | +416.5% | +462.8% |
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