+76.3%
VUG vs ZETA
+343.0%
-266.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -1.4% | +15.6% | -17.0% | -3.7% |
| 3M | +2.3% | +41.5% | -39.2% | -3.5% |
| 6M | +15.7% | +63.4% | -47.8% | +5.9% |
| YTD | +8.6% | +51.3% | -42.7% | -0.1% |
| 1Y | +14.1% | +65.8% | -51.8% | +2.6% |
| 3Y | +87.9% | +279.2% | -191.3% | +33.4% |
| 5Y | +76.3% | +341.8% | -265.4% | +16.4% |
| All | +76.3% | +343.0% | -266.7% | +16.4% |
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