+341.6%
ZETA vs RVMD
+560.0%
-218.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.0% |
| 7D | -6.5% | -3.6% | -2.9% | -5.6% |
| 30D | +4.8% | -1.1% | +5.9% | +5.0% |
| 3M | +53.3% | +41.0% | +12.3% | +39.7% |
| 6M | +66.8% | +105.7% | -38.9% | +34.8% |
| YTD | +50.2% | +155.3% | -105.1% | +11.9% |
| 1Y | +62.0% | +402.7% | -340.7% | -1.5% |
| 3Y | +276.4% | +533.1% | -256.7% | +102.8% |
| 5Y | +341.6% | +583.5% | -241.9% | +93.5% |
| All | +341.6% | +560.0% | -218.4% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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