+239.5%
ZETA vs ITOT
+83.9%
+155.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -2.8% |
| 7D | -3.7% | -0.9% | -2.8% | -2.1% |
| 30D | +5.7% | -1.5% | +7.2% | +8.9% |
| 3M | +50.4% | +3.6% | +46.9% | +40.7% |
| 6M | +65.5% | +13.7% | +51.8% | +30.2% |
| YTD | +48.3% | +12.9% | +35.4% | +19.5% |
| 1Y | +45.4% | +17.2% | +28.2% | +10.9% |
| 3Y | +270.8% | +75.6% | +195.1% | +45.6% |
| 5Y | +336.1% | +75.5% | +260.6% | +84.5% |
| All | +239.5% | +83.9% | +155.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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