+22.4%
VZ vs ZETA
+276.5%
-254.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.9% | +26.5% | -25.5% | +1.0% |
| 30D | +6.9% | +10.3% | -3.3% | +6.9% |
| 3M | +0.6% | +30.5% | -29.9% | +0.6% |
| 6M | +0.3% | +129.4% | -129.0% | +0.3% |
| YTD | +21.9% | +83.1% | -61.3% | +22.0% |
| 1Y | +21.7% | +82.1% | -60.4% | +21.8% |
| 3Y | +58.5% | +352.3% | -293.8% | +53.6% |
| 5Y | +22.4% | +293.1% | -270.7% | +18.9% |
| All | +22.4% | +276.5% | -254.0% | +18.9% |
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