+95.9%
VUG vs ZETA
+239.2%
-143.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.9% | -6.5% | +4.6% | -0.9% |
| 30D | -1.6% | +4.8% | -6.4% | -2.3% |
| 3M | +4.4% | +53.3% | -49.0% | -2.5% |
| 6M | +13.2% | +66.8% | -53.6% | +3.7% |
| YTD | +7.5% | +50.2% | -42.7% | -0.6% |
| 1Y | +12.5% | +62.0% | -49.6% | +2.0% |
| 3Y | +86.0% | +276.4% | -190.4% | +35.2% |
| 5Y | +76.5% | +341.6% | -265.1% | +21.6% |
| All | +95.9% | +239.2% | -143.2% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling