+264.7%
ZETA vs VCIT
+4.0%
+260.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.4% |
| 7D | +6.2% | +0.7% | +5.5% | +4.9% |
| 30D | -2.0% | +1.8% | -3.8% | -5.1% |
| 3M | +21.7% | -1.6% | +23.2% | +24.9% |
| 6M | +89.1% | -2.1% | +91.2% | +96.6% |
| YTD | +59.3% | -1.6% | +60.9% | +64.2% |
| 1Y | +66.2% | -0.8% | +67.0% | +69.3% |
| 3Y | +297.3% | +19.9% | +277.4% | +205.9% |
| 5Y | +227.5% | +3.3% | +224.2% | +133.8% |
| All | +264.7% | +4.0% | +260.7% | +155.6% |
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