+54.8%
VXUS vs ZETA
+247.9%
-193.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.8% |
| 7D | +1.0% | +2.7% | -1.6% | +0.8% |
| 30D | +2.2% | +15.8% | -13.6% | +0.9% |
| 3M | +3.0% | +35.4% | -32.5% | +0.1% |
| 6M | +10.7% | +67.1% | -56.5% | +5.4% |
| YTD | +17.8% | +54.1% | -36.2% | +12.5% |
| 1Y | +27.6% | +67.8% | -40.2% | +20.4% |
| 3Y | +73.3% | +311.4% | -238.1% | +43.7% |
| 5Y | +54.3% | +324.8% | -270.5% | +24.0% |
| All | +54.8% | +247.9% | -193.2% | +25.5% |
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