+312.3%
ZETA vs VCIT
+3.4%
+308.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.4% |
| 7D | +18.1% | -1.4% | +19.5% | +20.9% |
| 30D | +13.6% | +0.6% | +13.0% | +12.2% |
| 3M | +23.7% | -2.2% | +26.0% | +28.4% |
| 6M | +128.5% | -2.3% | +130.8% | +138.0% |
| YTD | +80.1% | -2.2% | +82.3% | +87.4% |
| 1Y | +98.0% | -1.4% | +99.4% | +103.4% |
| 3Y | +348.6% | +18.7% | +329.8% | +250.4% |
| 5Y | +286.6% | +3.6% | +283.0% | +185.2% |
| All | +312.3% | +3.4% | +308.9% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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