+246.3%
ZETA vs ROIV
+316.9%
-70.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -4.5% |
| 7D | -2.4% | +20.2% | -22.6% | -5.3% |
| 30D | +15.6% | +14.1% | +1.4% | +12.9% |
| 3M | +41.5% | +45.6% | -4.1% | +32.9% |
| 6M | +63.4% | +44.1% | +19.3% | +53.3% |
| YTD | +51.3% | +91.2% | -39.8% | +35.5% |
| 1Y | +65.8% | +221.3% | -155.5% | +37.5% |
| 3Y | +279.2% | +229.2% | +50.0% | +207.7% |
| 5Y | +341.8% | +316.5% | +25.3% | +158.5% |
| All | +246.3% | +316.9% | -70.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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