+21.3%
VZ vs ZETA
+247.9%
-226.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | +7.9% | +15.8% | -7.9% | +7.9% |
| 3M | +13.6% | +35.4% | -21.8% | +13.6% |
| 6M | +1.1% | +67.1% | -66.0% | +1.1% |
| YTD | +29.3% | +54.1% | -24.8% | +29.4% |
| 1Y | +21.2% | +67.8% | -46.6% | +21.2% |
| 3Y | +75.9% | +311.4% | -235.5% | +71.0% |
| 5Y | +24.1% | +324.8% | -300.7% | +21.0% |
| All | +21.3% | +247.9% | -226.6% | +19.2% |
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