+88.5%
VUG vs ZETA
+289.2%
-200.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -1.9% |
| 7D | -1.2% | +13.2% | -14.4% | -3.0% |
| 30D | -8.9% | +6.0% | -14.8% | -9.7% |
| 3M | -5.9% | +27.3% | -33.3% | -9.4% |
| 6M | -3.3% | +104.6% | -107.9% | -13.9% |
| YTD | +3.4% | +72.3% | -68.9% | -6.5% |
| 1Y | +1.9% | +76.3% | -74.4% | -8.4% |
| 3Y | +76.9% | +325.6% | -248.7% | +26.5% |
| 5Y | +63.9% | +254.2% | -190.4% | +12.1% |
| All | +88.5% | +289.2% | -200.7% | +28.1% |
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