+14.5%
VZ vs ZETA
+318.9%
-304.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +0.6% |
| 7D | +0.9% | +18.8% | -17.8% | +0.9% |
| 30D | +8.9% | +12.6% | -3.7% | +8.9% |
| 3M | +0.1% | +29.5% | -29.4% | +0.1% |
| 6M | +1.9% | +128.6% | -126.7% | +1.9% |
| YTD | +22.0% | +85.5% | -63.4% | +22.1% |
| 1Y | +22.1% | +90.6% | -68.5% | +22.1% |
| 3Y | +58.7% | +358.0% | -299.3% | +54.5% |
| 5Y | +22.3% | +282.0% | -259.7% | +19.3% |
| All | +14.5% | +318.9% | -304.4% | +12.5% |
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