+91.2%
VUG vs ZETA
+313.7%
-222.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +4.4% | +26.5% | -22.1% | +0.8% |
| 30D | -7.3% | +10.3% | -17.6% | -8.8% |
| 3M | -4.2% | +30.5% | -34.8% | -8.2% |
| 6M | -1.6% | +129.4% | -130.9% | -13.8% |
| YTD | +4.9% | +83.1% | -78.3% | -6.0% |
| 1Y | +3.8% | +82.1% | -78.3% | -7.1% |
| 3Y | +79.4% | +352.3% | -272.9% | +27.1% |
| 5Y | +63.9% | +293.1% | -229.2% | +11.0% |
| All | +91.2% | +313.7% | -222.5% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling