+64.6%
VTI vs ZETA
+281.0%
-216.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +2.5% | +18.1% | -15.6% | +0.4% |
| 30D | -1.5% | +13.6% | -15.1% | -3.2% |
| 3M | -3.2% | +23.7% | -26.9% | -5.9% |
| 6M | +2.3% | +128.5% | -126.2% | -8.5% |
| YTD | +11.6% | +80.1% | -68.5% | +2.0% |
| 1Y | +13.8% | +98.0% | -84.2% | +2.5% |
| 3Y | +77.4% | +348.6% | -271.2% | +31.2% |
| All | +64.6% | +281.0% | -216.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling