+62.5%
VUG vs ZETA
+217.2%
-154.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.1% |
| 7D | +0.5% | +6.2% | -5.7% | -0.4% |
| 30D | -8.2% | -2.0% | -6.2% | -7.9% |
| 3M | -5.4% | +21.7% | -27.1% | -8.6% |
| 6M | -2.5% | +89.1% | -91.7% | -13.0% |
| YTD | +4.2% | +59.3% | -55.1% | -5.4% |
| 1Y | +5.0% | +66.2% | -61.1% | -5.6% |
| 3Y | +81.7% | +297.3% | -215.6% | +24.4% |
| 5Y | +62.5% | +227.5% | -165.0% | +3.7% |
| All | +62.5% | +217.2% | -154.7% | +3.7% |
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