+294.5%
ZETA vs VCIT
+3.8%
+290.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +9.3% |
| 7D | +13.2% | +0.1% | +13.1% | +12.9% |
| 30D | +6.0% | +1.1% | +4.9% | +3.7% |
| 3M | +27.3% | -1.4% | +28.7% | +30.1% |
| 6M | +104.6% | -2.3% | +106.9% | +113.2% |
| YTD | +72.3% | -1.8% | +74.1% | +78.1% |
| 1Y | +76.3% | -1.0% | +77.3% | +80.1% |
| 3Y | +325.6% | +19.3% | +306.4% | +230.2% |
| 5Y | +254.2% | +3.8% | +250.5% | +158.3% |
| All | +294.5% | +3.8% | +290.7% | +177.3% |
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