+12.2%
VZ vs ZETA
+244.4%
-232.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -0.9% |
| 7D | +2.1% | -0.4% | +2.6% | +2.1% |
| 30D | +1.4% | -8.0% | +9.4% | +1.4% |
| 3M | -1.3% | +21.4% | -22.7% | -1.3% |
| 6M | -0.5% | +80.1% | -80.6% | -0.5% |
| YTD | +19.6% | +52.5% | -32.8% | +19.7% |
| 1Y | +22.4% | +58.5% | -36.1% | +22.4% |
| 3Y | +55.9% | +281.7% | -225.8% | +51.7% |
| 5Y | +20.4% | +237.3% | -216.9% | +17.4% |
| All | +12.2% | +244.4% | -232.1% | +10.3% |
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