+89.4%
VUG vs ZETA
+306.8%
-217.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | +2.5% | +18.1% | -15.6% | 0.0% |
| 30D | -6.3% | +13.6% | -19.8% | -8.1% |
| 3M | -6.0% | +23.7% | -29.8% | -9.2% |
| 6M | -3.5% | +128.5% | -132.0% | -15.5% |
| YTD | +3.9% | +80.1% | -76.2% | -6.6% |
| 1Y | +5.1% | +98.0% | -92.9% | -7.1% |
| 3Y | +77.9% | +348.6% | -270.7% | +26.1% |
| 5Y | +62.4% | +286.6% | -224.2% | +10.2% |
| All | +89.4% | +306.8% | -217.3% | +27.9% |
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